-35.3%
BABA vs VCLT
-3.2%
-32.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.0% | +3.9% | +4.5% |
| 7D | +4.3% | +0.4% | +3.9% | +4.1% |
| 30D | -5.0% | +3.9% | -8.9% | -6.7% |
| 3M | -18.4% | -1.9% | -16.4% | -17.5% |
| 6M | -20.3% | -2.6% | -17.6% | -19.2% |
| YTD | -27.5% | -3.1% | -24.4% | -26.8% |
| 1Y | -35.3% | -3.6% | -31.8% | -34.6% |
| All | -35.3% | -3.2% | -32.1% | -34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 1y: compounded portfolio wealth divided by compounded VCLT 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…
1y analysis · Full analysis span regression · 6 months rolling