-39.8%
BABA vs ETR
+157.6%
-197.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -13.8% | +1.2% | -14.9% | -13.9% |
| 30D | -15.1% | +7.0% | -22.1% | -15.8% |
| 3M | -22.7% | +4.6% | -27.3% | -23.2% |
| 6M | -34.7% | +0.1% | -34.8% | -34.8% |
| YTD | -35.0% | +23.2% | -58.2% | -37.3% |
| 1Y | -40.4% | +20.6% | -61.0% | -42.3% |
| 3Y | +21.9% | +156.3% | -134.3% | +5.5% |
| All | -39.8% | +157.6% | -197.4% | -47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling