-39.8%
BABA vs FLUT
-52.1%
+12.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.2% |
| 7D | -13.8% | -0.7% | -13.1% | -13.6% |
| 30D | -15.1% | +9.3% | -24.4% | -16.8% |
| 3M | -22.7% | -17.5% | -5.3% | -20.0% |
| 6M | -34.7% | -14.6% | -20.1% | -33.3% |
| YTD | -35.0% | -62.3% | +27.3% | -20.2% |
| 1Y | -40.4% | -59.6% | +19.2% | -28.1% |
| 3Y | +21.9% | -45.3% | +67.2% | +29.0% |
| All | -39.8% | -52.1% | +12.3% | -39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling