-31.6%
BABA vs FLNC
-70.4%
+38.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.5% | -1.8% | +0.4% |
| 7D | -3.5% | -4.1% | +0.6% | -3.0% |
| 30D | -12.7% | -24.8% | +12.1% | -9.8% |
| 3M | -3.0% | -59.1% | +56.1% | +7.1% |
| 6M | -19.1% | -42.0% | +22.9% | -17.6% |
| YTD | -24.7% | -49.8% | +25.0% | -23.3% |
| 1Y | -29.0% | +43.1% | -72.1% | -40.4% |
| 3Y | +30.9% | -61.0% | +91.9% | +19.6% |
| All | -31.6% | -70.4% | +38.8% | -43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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