+17.1%
BABA vs FLR
+11.0%
+6.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.3% | -2.1% | +0.9% |
| 7D | +11.6% | -0.8% | +12.4% | +11.7% |
| 30D | +2.3% | -9.1% | +11.4% | +3.3% |
| 3M | -13.7% | -4.7% | -9.0% | -13.7% |
| 6M | -21.9% | -14.2% | -7.7% | -21.2% |
| YTD | -24.6% | +17.3% | -41.9% | -27.0% |
| 1Y | -34.1% | +4.3% | -38.4% | -35.3% |
| 3Y | +36.3% | +30.7% | +5.5% | +27.8% |
| 5Y | -26.7% | +101.3% | -128.0% | -34.9% |
| All | +17.1% | +11.0% | +6.1% | +21.2% |
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