+17.1%
BABA vs VCIT
+28.8%
-11.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.4% |
| 7D | +11.6% | +0.1% | +11.5% | +11.6% |
| 30D | +2.3% | +1.9% | +0.4% | +0.8% |
| 3M | -13.7% | -1.4% | -12.2% | -12.7% |
| 6M | -21.9% | -2.1% | -19.8% | -20.6% |
| YTD | -24.6% | -1.6% | -23.0% | -23.7% |
| 1Y | -34.1% | -0.9% | -33.2% | -33.6% |
| 3Y | +36.3% | +20.0% | +16.3% | +19.2% |
| 5Y | -26.7% | +3.1% | -29.9% | -32.4% |
| All | +17.1% | +28.8% | -11.7% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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