+22.3%
BABA vs FLUT
+26.5%
-4.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.4% | +1.2% | +2.4% |
| 7D | +8.6% | +4.8% | +3.8% | +7.8% |
| 30D | -1.1% | +8.8% | -9.9% | -2.4% |
| 3M | -15.9% | -10.7% | -5.2% | -15.1% |
| 6M | -17.5% | -19.7% | +2.2% | -15.8% |
| YTD | -25.6% | -61.4% | +35.8% | -16.3% |
| 1Y | -33.8% | -61.6% | +27.8% | -25.7% |
| 3Y | +34.6% | -51.4% | +86.0% | +44.2% |
| 5Y | -27.7% | -51.0% | +23.4% | -25.2% |
| 10Y | +17.7% | -25.2% | +42.9% | +18.1% |
| All | +22.3% | +26.5% | -4.2% | +22.5% |
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 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