+17.1%
BABA vs FLEX
+569.0%
-551.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.6% | -3.3% | +0.1% |
| 7D | +11.6% | -19.3% | +31.0% | +16.8% |
| 30D | +2.3% | -41.5% | +43.8% | +15.5% |
| 3M | -13.7% | -43.1% | +29.4% | -2.6% |
| 6M | -21.9% | -48.2% | +26.3% | -11.4% |
| YTD | -24.6% | +15.5% | -40.1% | -33.9% |
| 1Y | -34.1% | +10.2% | -44.3% | -41.7% |
| 3Y | +36.3% | +256.8% | -220.6% | -19.6% |
| 5Y | -26.7% | +408.2% | -434.9% | -61.8% |
| All | +17.1% | +569.0% | -551.9% | -50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FLEX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling