-12.7%
BABA vs FLUT
-65.9%
+53.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +1.5% |
| 7D | -4.8% | -1.6% | -3.1% | -4.6% |
| 30D | -11.9% | +7.7% | -19.6% | -12.8% |
| 3M | -9.3% | -0.7% | -8.6% | -9.2% |
| 6M | -14.2% | -11.2% | -3.1% | -13.6% |
| YTD | -22.0% | -53.4% | +31.4% | -17.3% |
| 1Y | -12.7% | -65.8% | +53.1% | -2.0% |
| All | -12.7% | -65.9% | +53.2% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 1y: compounded portfolio wealth divided by compounded FLUT 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…
1y analysis · Full analysis span regression · 6 months rolling