-29.9%
BABA vs ET
+235.7%
-265.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.5% |
| 7D | -0.2% | +0.4% | -0.6% | -0.4% |
| 30D | -12.3% | +6.9% | -19.1% | -15.0% |
| 3M | -5.3% | +13.1% | -18.4% | -11.0% |
| 6M | -13.1% | +18.7% | -31.8% | -20.6% |
| YTD | -22.4% | +37.4% | -59.9% | -34.3% |
| 1Y | -19.5% | +34.8% | -54.3% | -31.2% |
| 3Y | +32.9% | +96.8% | -63.9% | -10.5% |
| 5Y | -29.9% | +238.2% | -268.1% | -65.2% |
| All | -29.9% | +235.7% | -265.6% | -65.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling