+15.2%
BABA vs NTRA
+3,199.2%
-3,184.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.5% |
| 7D | -3.5% | +0.2% | -3.7% | -3.5% |
| 30D | -12.7% | +4.1% | -16.8% | -13.4% |
| 3M | -3.0% | +50.0% | -53.0% | -10.0% |
| 6M | -19.1% | +67.3% | -86.4% | -26.8% |
| YTD | -24.7% | +43.6% | -68.3% | -30.4% |
| 1Y | -29.0% | +89.2% | -118.3% | -37.5% |
| 3Y | +30.9% | +502.5% | -471.6% | -8.6% |
| 5Y | -30.9% | +173.8% | -204.7% | -50.3% |
| All | +15.2% | +3,199.2% | -3,184.0% | -39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 10y: compounded portfolio wealth divided by compounded NTRA 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…
10y analysis · Full analysis span regression · 6 months rolling