-39.9%
BABA vs NTRA
+185.4%
-225.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.0% | -8.0% | -7.3% |
| 7D | -12.7% | -11.2% | -1.5% | -10.8% |
| 30D | -14.9% | -18.4% | +3.5% | -11.8% |
| 3M | -24.6% | +2.2% | -26.9% | -25.8% |
| 6M | -29.3% | +58.1% | -87.5% | -37.8% |
| YTD | -35.0% | +41.0% | -76.0% | -41.9% |
| 1Y | -39.7% | +54.1% | -93.8% | -47.3% |
| 3Y | +21.2% | +590.9% | -569.8% | -32.6% |
| 5Y | -39.9% | +180.7% | -220.6% | -59.2% |
| All | -39.9% | +185.4% | -225.3% | -59.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling