+23.9%
BABA vs ET
+62.5%
-38.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | +11.6% | -7.9% | +19.5% | +13.1% |
| 30D | +2.3% | -5.9% | +8.2% | +3.2% |
| 3M | -13.7% | -5.2% | -8.4% | -13.0% |
| 6M | -21.9% | +0.3% | -22.2% | -22.1% |
| YTD | -24.6% | +23.1% | -47.7% | -27.6% |
| 1Y | -34.1% | +22.7% | -56.8% | -36.7% |
| 3Y | +36.3% | +75.4% | -39.1% | +23.0% |
| 5Y | -26.7% | +202.6% | -229.3% | -39.2% |
| 10Y | +19.2% | +213.0% | -193.8% | -4.8% |
| All | +23.9% | +62.5% | -38.7% | +12.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling