+17.1%
BABA vs VCLT
+18.4%
-1.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.3% | +1.3% |
| 7D | +11.6% | +0.3% | +11.4% | +11.5% |
| 30D | +2.3% | +3.7% | -1.4% | +0.9% |
| 3M | -13.7% | -1.0% | -12.7% | -13.4% |
| 6M | -21.9% | -3.4% | -18.6% | -20.9% |
| YTD | -24.6% | -2.6% | -22.0% | -23.9% |
| 1Y | -34.1% | -3.3% | -30.8% | -33.3% |
| 3Y | +36.3% | +17.3% | +18.9% | +27.9% |
| 5Y | -26.7% | -17.0% | -9.7% | -25.6% |
| All | +17.1% | +18.4% | -1.3% | +8.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling