+28.2%
BABA vs ETR
+349.0%
-320.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.3% |
| 7D | -4.8% | +1.4% | -6.2% | -5.0% |
| 30D | -11.9% | +1.0% | -12.9% | -12.0% |
| 3M | -9.3% | -1.3% | -8.0% | -9.2% |
| 6M | -14.2% | +1.9% | -16.1% | -14.7% |
| YTD | -22.0% | +18.2% | -40.2% | -24.3% |
| 1Y | -12.7% | +24.7% | -37.4% | -15.9% |
| 3Y | +26.7% | +150.7% | -124.0% | +9.5% |
| 5Y | -29.3% | +127.0% | -156.4% | -38.3% |
| 10Y | +21.2% | +295.5% | -274.2% | -3.4% |
| All | +28.2% | +349.0% | -320.8% | +0.8% |
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