+36.3%
BABA vs FLUT
-52.0%
+88.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.5% |
| 7D | +11.6% | -1.1% | +12.7% | +11.8% |
| 30D | +2.3% | +7.7% | -5.4% | +1.1% |
| 3M | -13.7% | -12.2% | -1.5% | -12.6% |
| 6M | -21.9% | -17.6% | -4.3% | -20.4% |
| YTD | -24.6% | -62.0% | +37.4% | -14.2% |
| 1Y | -34.1% | -62.3% | +28.2% | -25.2% |
| 3Y | +36.3% | -52.0% | +88.2% | +50.9% |
| All | +36.3% | -52.0% | +88.2% | +50.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling