+14.4%
BABA vs NTRS
+256.1%
-241.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.1% | -1.2% |
| 7D | -2.9% | +0.3% | -3.2% | -3.0% |
| 30D | -15.1% | +0.2% | -15.2% | -15.2% |
| 3M | -5.0% | +13.2% | -18.3% | -9.3% |
| 6M | -19.9% | +36.9% | -56.9% | -28.7% |
| YTD | -25.3% | +39.1% | -64.4% | -33.8% |
| 1Y | -23.9% | +50.4% | -74.3% | -34.5% |
| 3Y | +28.1% | +166.8% | -138.7% | -12.9% |
| 5Y | -31.4% | +92.9% | -124.3% | -48.1% |
| All | +14.4% | +256.1% | -241.7% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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