+16.7%
BABA vs FLR
+18.9%
-2.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.6% |
| 7D | -0.2% | +0.7% | -0.8% | -0.3% |
| 30D | -12.3% | -0.7% | -11.6% | -12.4% |
| 3M | -5.3% | +14.3% | -19.6% | -7.4% |
| 6M | -13.1% | +25.6% | -38.7% | -16.3% |
| YTD | -22.4% | +42.9% | -65.3% | -26.5% |
| 1Y | -19.5% | +38.7% | -58.2% | -23.6% |
| 3Y | +32.9% | +61.8% | -28.8% | +21.6% |
| 5Y | -29.9% | +254.1% | -284.0% | -41.2% |
| 10Y | +16.7% | +20.0% | -3.3% | +12.4% |
| All | +16.7% | +18.9% | -2.1% | +12.4% |
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