+21.6%
BABA vs NTRA
+1,694.1%
-1,672.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.0% | -8.0% | -7.2% |
| 7D | -12.7% | -11.2% | -1.5% | -11.4% |
| 30D | -14.9% | -18.4% | +3.5% | -12.7% |
| 3M | -24.6% | +2.2% | -26.9% | -25.4% |
| 6M | -29.3% | +58.1% | -87.5% | -35.2% |
| YTD | -35.0% | +41.0% | -76.0% | -39.8% |
| 1Y | -39.7% | +54.1% | -93.8% | -44.9% |
| 3Y | +21.2% | +590.9% | -569.8% | -15.2% |
| 5Y | -39.9% | +180.7% | -220.6% | -55.9% |
| 10Y | +7.8% | +2,796.3% | -2,788.5% | -41.3% |
| All | +21.6% | +1,694.1% | -1,672.5% | -35.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling