-35.9%
BABA vs FLUT
-63.7%
+27.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.4% | -4.1% | -3.7% |
| 7D | +3.8% | -6.5% | +10.3% | +4.3% |
| 30D | -5.4% | +2.8% | -8.1% | -5.6% |
| 3M | -17.9% | -13.5% | -4.5% | -17.3% |
| 6M | -24.1% | -19.0% | -5.1% | -22.9% |
| YTD | -27.4% | -61.9% | +34.4% | -26.2% |
| All | -35.9% | -63.7% | +27.8% | -35.3% |
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