+15.8%
BABA vs FLUT
-26.1%
+41.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.4% | -4.1% | -3.8% |
| 7D | +3.8% | -6.5% | +10.3% | +4.9% |
| 30D | -5.4% | +2.8% | -8.1% | -5.9% |
| 3M | -17.9% | -13.5% | -4.5% | -16.5% |
| 6M | -24.1% | -19.0% | -5.1% | -22.2% |
| YTD | -27.4% | -61.9% | +34.4% | -16.3% |
| 1Y | -36.1% | -63.2% | +27.2% | -26.0% |
| 3Y | +35.4% | -46.0% | +81.4% | +44.0% |
| 5Y | -30.1% | -51.8% | +21.7% | -27.5% |
| 10Y | +15.8% | -26.1% | +41.9% | +19.2% |
| All | +15.8% | -26.1% | +41.9% | +19.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling