+16.3%
BABA vs ET
+66.9%
-50.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.8% | -4.3% | -2.8% |
| 7D | +2.4% | -1.9% | +4.2% | +2.6% |
| 30D | -7.8% | -3.1% | -4.7% | -7.4% |
| 3M | -22.4% | -3.9% | -18.5% | -22.0% |
| 6M | -26.0% | +4.0% | -30.0% | -26.7% |
| YTD | -29.3% | +26.4% | -55.7% | -32.4% |
| 1Y | -37.5% | +24.9% | -62.4% | -40.2% |
| 3Y | +31.9% | +85.2% | -53.3% | +17.9% |
| 5Y | -33.4% | +218.3% | -251.7% | -45.2% |
| 10Y | +15.7% | +172.0% | -156.2% | -6.1% |
| All | +16.3% | +66.9% | -50.7% | +5.0% |
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 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