-19.5%
BABA vs ETR
+26.8%
-46.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.5% |
| 7D | -0.2% | +1.4% | -1.6% | -0.2% |
| 30D | -12.3% | +1.9% | -14.1% | -12.2% |
| 3M | -5.3% | +1.0% | -6.3% | -5.9% |
| 6M | -13.1% | +4.8% | -17.9% | -14.5% |
| YTD | -22.4% | +19.5% | -42.0% | -25.9% |
| 1Y | -19.5% | +28.1% | -47.6% | -20.9% |
| All | -19.5% | +26.8% | -46.3% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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