-34.1%
BABA vs FLUT
-62.4%
+28.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.4% |
| 7D | +11.6% | -1.1% | +12.7% | +11.7% |
| 30D | +2.3% | +7.7% | -5.4% | +1.7% |
| 3M | -13.7% | -12.2% | -1.5% | -13.2% |
| 6M | -21.9% | -17.6% | -4.3% | -20.8% |
| YTD | -24.6% | -62.0% | +37.4% | -23.7% |
| 1Y | -34.1% | -62.3% | +28.2% | -33.1% |
| All | -34.1% | -62.4% | +28.3% | -33.1% |
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