-40.4%
BABA vs ETHA
-43.4%
+3.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.4% | +0.5% |
| 7D | -13.8% | -12.5% | -1.2% | -12.0% |
| 30D | -15.1% | -19.8% | +4.7% | -12.4% |
| 3M | -22.7% | +3.1% | -25.9% | -23.2% |
| 6M | -34.7% | -13.8% | -20.9% | -33.6% |
| YTD | -35.0% | -34.6% | -0.4% | -31.8% |
| 1Y | -40.4% | -38.7% | -1.7% | -37.5% |
| All | -40.4% | -43.4% | +3.0% | -37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA 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 ETHA 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