+28.2%
BABA vs ETN
+711.6%
-683.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.5% | -2.2% | +0.1% |
| 7D | -4.8% | +2.0% | -6.8% | -5.4% |
| 30D | -11.9% | -7.9% | -4.0% | -9.7% |
| 3M | -9.3% | -1.6% | -7.7% | -9.8% |
| 6M | -14.2% | +16.9% | -31.1% | -20.0% |
| YTD | -22.0% | +30.1% | -52.1% | -30.1% |
| 1Y | -12.7% | +19.3% | -32.0% | -19.7% |
| 3Y | +26.7% | +82.5% | -55.9% | -4.5% |
| 5Y | -29.3% | +166.8% | -196.2% | -55.1% |
| 10Y | +21.2% | +649.7% | -628.5% | -52.1% |
| All | +28.2% | +711.6% | -683.4% | -52.0% |
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