+28.2%
BABA vs FLUT
+52.6%
-24.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +1.6% |
| 7D | -4.8% | -1.6% | -3.1% | -4.6% |
| 30D | -11.9% | +7.7% | -19.6% | -13.0% |
| 3M | -9.3% | -0.7% | -8.6% | -9.6% |
| 6M | -14.2% | -11.2% | -3.1% | -13.5% |
| YTD | -22.0% | -53.4% | +31.4% | -14.2% |
| 1Y | -12.7% | -65.8% | +53.1% | -0.1% |
| 3Y | +26.7% | -44.9% | +71.6% | +33.5% |
| 5Y | -29.3% | -49.7% | +20.4% | -27.9% |
| 10Y | +21.2% | -9.7% | +31.0% | +18.9% |
| All | +28.2% | +52.6% | -24.5% | +25.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling