-12.7%
BABA vs ET
+31.4%
-44.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | -4.8% | +0.9% | -5.7% | -4.9% |
| 30D | -11.9% | +7.5% | -19.4% | -13.0% |
| 3M | -9.3% | +11.4% | -20.7% | -11.0% |
| 6M | -14.2% | +18.5% | -32.8% | -18.1% |
| YTD | -22.0% | +37.4% | -59.4% | -32.7% |
| 1Y | -12.7% | +30.9% | -43.6% | -24.9% |
| All | -12.7% | +31.4% | -44.1% | -24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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