+15.6%
BABA vs VCIT
+29.0%
-13.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.5% |
| 7D | +8.6% | +0.5% | +8.1% | +8.2% |
| 30D | -1.1% | +2.1% | -3.2% | -2.7% |
| 3M | -15.9% | -1.6% | -14.3% | -14.9% |
| 6M | -17.5% | -1.6% | -16.0% | -16.5% |
| YTD | -25.6% | -1.5% | -24.1% | -24.7% |
| 1Y | -33.8% | -0.4% | -33.4% | -33.6% |
| 3Y | +34.6% | +19.6% | +15.0% | +18.0% |
| 5Y | -27.7% | +3.3% | -30.9% | -33.3% |
| All | +15.6% | +29.0% | -13.4% | +3.4% |
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