+21.9%
BABA vs FLNC
-72.5%
+94.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.1% |
| 7D | -13.8% | -11.2% | -2.6% | -13.0% |
| 30D | -15.1% | -24.6% | +9.5% | -13.6% |
| 3M | -22.7% | -64.6% | +41.9% | -17.2% |
| 6M | -34.7% | -78.8% | +44.1% | -28.1% |
| YTD | -35.0% | -76.3% | +41.3% | -30.7% |
| 1Y | -40.4% | -71.2% | +30.8% | -37.8% |
| 3Y | +21.9% | -71.9% | +93.8% | +18.0% |
| All | +21.9% | -72.5% | +94.4% | +18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling