-29.1%
BABA vs FLNC
-69.1%
+40.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +1.1% |
| 7D | -4.8% | -4.9% | +0.1% | -4.2% |
| 30D | -11.9% | -27.3% | +15.4% | -8.6% |
| 3M | -9.3% | -61.9% | +52.6% | +0.9% |
| 6M | -14.2% | -34.5% | +20.2% | -14.0% |
| YTD | -22.0% | -47.7% | +25.6% | -20.9% |
| 1Y | -12.7% | +53.3% | -66.0% | -27.4% |
| 3Y | +26.7% | -62.4% | +89.1% | +17.1% |
| All | -29.1% | -69.1% | +40.0% | -41.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling