+16.7%
BABA vs ET
+166.1%
-149.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.8% | -3.7% | -3.1% |
| 7D | -2.2% | +0.6% | -2.8% | -2.3% |
| 30D | -17.3% | +5.3% | -22.6% | -18.3% |
| 3M | -7.8% | +15.6% | -23.4% | -11.0% |
| 6M | -16.8% | +20.6% | -37.4% | -20.7% |
| YTD | -24.7% | +38.5% | -63.2% | -30.6% |
| 1Y | -24.9% | +35.7% | -60.7% | -30.5% |
| 3Y | +29.1% | +98.4% | -69.3% | +9.1% |
| 5Y | -30.5% | +245.3% | -275.8% | -47.5% |
| 10Y | +16.7% | +173.7% | -157.1% | -2.0% |
| All | +16.7% | +166.1% | -149.4% | -2.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling