-29.9%
BABA vs ETN
+180.5%
-210.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.3% | -1.3% |
| 7D | -0.2% | +8.0% | -8.2% | -2.4% |
| 30D | -12.3% | -5.9% | -6.3% | -10.9% |
| 3M | -5.3% | +5.0% | -10.3% | -7.6% |
| 6M | -13.1% | +22.4% | -35.5% | -19.4% |
| YTD | -22.4% | +33.6% | -56.1% | -30.2% |
| 1Y | -19.5% | +22.1% | -41.6% | -25.7% |
| 3Y | +32.9% | +85.6% | -52.6% | -0.1% |
| 5Y | -29.9% | +179.2% | -209.1% | -60.3% |
| All | -29.9% | +180.5% | -210.4% | -60.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling