+16.0%
BABA vs VCLT
+21.9%
-5.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | -3.6% | -0.6% | -3.0% | -3.4% |
| 30D | -8.4% | +2.8% | -11.1% | -9.3% |
| 3M | -20.6% | -0.4% | -20.2% | -20.5% |
| 6M | -25.4% | -3.1% | -22.3% | -24.5% |
| YTD | -30.1% | -2.7% | -27.4% | -29.4% |
| 1Y | -36.3% | -3.7% | -32.6% | -35.4% |
| 3Y | +30.4% | +15.6% | +14.8% | +23.2% |
| 5Y | -35.7% | -15.8% | -20.0% | -35.1% |
| 10Y | +16.0% | +23.0% | -7.0% | +4.5% |
| All | +16.0% | +21.9% | -5.9% | +4.5% |
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