+23.9%
BABA vs ETR
+362.7%
-338.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | +11.6% | +0.4% | +11.2% | +11.6% |
| 30D | +2.3% | +7.5% | -5.2% | +1.2% |
| 3M | -13.7% | +4.4% | -18.1% | -14.2% |
| 6M | -21.9% | -1.5% | -20.4% | -21.9% |
| YTD | -24.6% | +21.8% | -46.4% | -27.1% |
| 1Y | -34.1% | +18.4% | -52.5% | -36.0% |
| 3Y | +36.3% | +148.5% | -112.3% | +18.1% |
| 5Y | -26.7% | +152.6% | -179.3% | -37.0% |
| 10Y | +19.2% | +354.5% | -335.3% | -7.6% |
| All | +23.9% | +362.7% | -338.8% | -3.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling