-35.3%
BABA vs ETN
-1.0%
-34.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -9.9% | +14.8% | +6.5% |
| 7D | +4.3% | -10.1% | +14.4% | +5.9% |
| 30D | -5.0% | -18.4% | +13.4% | -1.6% |
| 3M | -18.4% | -20.4% | +2.0% | -15.2% |
| 6M | -20.3% | -16.0% | -4.3% | -18.7% |
| YTD | -27.5% | +11.8% | -39.3% | -30.9% |
| 1Y | -35.3% | -5.5% | -29.8% | -38.2% |
| All | -35.3% | -1.0% | -34.3% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 ETN 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