-31.3%
BABA vs FLEX
+657.3%
-688.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +0.9% |
| 7D | -4.8% | -0.9% | -3.9% | -4.5% |
| 30D | -11.9% | -10.1% | -1.7% | -9.7% |
| 3M | -9.3% | -31.3% | +22.1% | -1.1% |
| 6M | -14.2% | +71.3% | -85.5% | -32.6% |
| YTD | -22.0% | +81.2% | -103.3% | -40.3% |
| 1Y | -12.7% | +98.5% | -111.2% | -36.0% |
| 3Y | +26.7% | +428.2% | -401.6% | -44.5% |
| All | -31.3% | +657.3% | -688.6% | -77.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling