+27.1%
BABA vs ETR
+151.5%
-124.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.3% |
| 7D | -4.8% | +1.4% | -6.2% | -4.9% |
| 30D | -11.9% | +1.0% | -12.9% | -12.0% |
| 3M | -9.3% | -1.3% | -8.0% | -9.4% |
| 6M | -14.2% | +1.9% | -16.1% | -14.9% |
| YTD | -22.0% | +18.2% | -40.2% | -24.3% |
| 1Y | -12.7% | +24.7% | -37.4% | -15.9% |
| All | +27.1% | +151.5% | -124.4% | +12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling