+38.5%
BABA vs ETHA
-41.7%
+80.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.3% | +0.7% | -2.0% |
| 7D | +2.4% | -10.2% | +12.6% | +4.1% |
| 30D | -7.8% | -17.0% | +9.2% | -5.1% |
| 3M | -22.4% | +9.6% | -32.0% | -23.9% |
| 6M | -26.0% | -11.3% | -14.6% | -25.2% |
| YTD | -29.3% | -30.9% | +1.6% | -26.2% |
| 1Y | -37.5% | -42.6% | +5.1% | -33.1% |
| All | +38.5% | -41.7% | +80.2% | +35.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling