+6.8%
BABA vs ETN
+611.4%
-604.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.4% | -6.6% | -6.9% |
| 7D | -12.7% | +10.1% | -22.8% | -15.4% |
| 30D | -14.9% | -15.9% | +1.0% | -10.8% |
| 3M | -24.6% | -21.7% | -2.9% | -19.5% |
| 6M | -29.3% | -10.1% | -19.3% | -28.7% |
| YTD | -35.0% | +14.0% | -49.1% | -40.0% |
| 1Y | -39.7% | -1.7% | -38.0% | -41.5% |
| 3Y | +21.2% | +67.9% | -46.7% | -7.2% |
| 5Y | -39.9% | +125.5% | -165.4% | -60.0% |
| 10Y | +7.8% | +553.3% | -545.4% | -55.9% |
| All | +6.8% | +611.4% | -604.6% | -58.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling