-29.0%
BABA vs ETN
+18.3%
-47.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.0% | -3.3% | -0.3% |
| 7D | -3.5% | +3.5% | -7.0% | -4.3% |
| 30D | -12.7% | -7.5% | -5.2% | -11.0% |
| 3M | -3.0% | +8.3% | -11.3% | -6.5% |
| 6M | -19.1% | +20.2% | -39.2% | -25.3% |
| YTD | -24.7% | +34.7% | -59.4% | -33.5% |
| 1Y | -29.0% | +19.4% | -48.5% | -33.1% |
| All | -29.0% | +18.3% | -47.3% | -33.1% |
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