+15.8%
BABA vs FLR
+17.5%
-1.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +8.3% | -12.0% | -4.7% |
| 7D | +3.8% | +8.5% | -4.7% | +2.7% |
| 30D | -5.4% | -0.7% | -4.7% | -5.5% |
| 3M | -17.9% | -11.7% | -6.2% | -17.0% |
| 6M | -24.1% | +16.2% | -40.3% | -26.1% |
| YTD | -27.4% | +27.0% | -54.4% | -30.4% |
| 1Y | -36.1% | +10.1% | -46.1% | -37.7% |
| 3Y | +35.4% | +46.2% | -10.8% | +25.1% |
| 5Y | -30.1% | +121.4% | -151.5% | -38.7% |
| 10Y | +15.8% | +11.0% | +4.8% | +16.8% |
| All | +15.8% | +17.5% | -1.7% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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