-42.1%
BABA vs NVT
+488.5%
-530.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | -13.8% | +8.0% | -21.7% | -15.3% |
| 30D | -15.1% | -24.8% | +9.7% | -10.5% |
| 3M | -22.7% | -32.4% | +9.7% | -16.9% |
| 6M | -34.7% | -33.5% | -1.2% | -30.0% |
| YTD | -35.0% | +13.2% | -48.2% | -39.6% |
| 1Y | -40.4% | +9.0% | -49.4% | -44.2% |
| 3Y | +21.9% | +129.4% | -107.5% | -11.1% |
| 5Y | -39.9% | +230.1% | -270.0% | -61.6% |
| All | -42.1% | +488.5% | -530.5% | -69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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