-39.7%
BABA vs FLUT
-64.7%
+25.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -4.1% | -2.9% | -6.7% |
| 7D | -12.7% | -1.2% | -11.5% | -12.6% |
| 30D | -14.9% | +5.0% | -19.9% | -15.1% |
| 3M | -24.6% | -16.4% | -8.2% | -23.7% |
| 6M | -29.3% | -14.6% | -14.8% | -28.4% |
| YTD | -35.0% | -61.9% | +26.8% | -33.0% |
| 1Y | -39.7% | -65.0% | +25.3% | -38.5% |
| All | -39.7% | -64.7% | +25.0% | -38.5% |
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