+27.3%
BABA vs ETHA
-44.8%
+72.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.4% | +0.6% |
| 7D | -13.8% | -12.5% | -1.2% | -11.8% |
| 30D | -15.1% | -19.8% | +4.7% | -12.1% |
| 3M | -22.7% | +3.1% | -25.9% | -23.4% |
| 6M | -34.7% | -13.8% | -20.9% | -33.6% |
| YTD | -35.0% | -34.6% | -0.4% | -31.6% |
| 1Y | -40.4% | -38.7% | -1.7% | -36.9% |
| All | +27.3% | -44.8% | +72.1% | +25.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling