+35.4%
BABA vs FLEX
+300.7%
-265.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +12.0% | -15.7% | -5.5% |
| 7D | +3.8% | -7.2% | +11.0% | +4.4% |
| 30D | -5.4% | -34.8% | +29.4% | +0.6% |
| 3M | -17.9% | -35.6% | +17.6% | -12.9% |
| 6M | -24.1% | -45.0% | +20.9% | -18.0% |
| YTD | -27.4% | +29.4% | -56.8% | -35.6% |
| 1Y | -36.1% | +24.8% | -60.9% | -43.0% |
| 3Y | +35.4% | +304.4% | -269.1% | -15.0% |
| All | +35.4% | +300.7% | -265.3% | -15.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling