-39.8%
BABA vs VCLT
-16.7%
-23.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.3% |
| 7D | -13.8% | -2.3% | -11.5% | -12.5% |
| 30D | -15.1% | +0.8% | -15.9% | -15.4% |
| 3M | -22.7% | -2.7% | -20.1% | -21.4% |
| 6M | -34.7% | -4.3% | -30.4% | -33.0% |
| YTD | -35.0% | -4.3% | -30.7% | -33.3% |
| 1Y | -40.4% | -4.4% | -36.0% | -38.8% |
| 3Y | +21.9% | +13.8% | +8.1% | +11.2% |
| All | -39.8% | -16.7% | -23.1% | -40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling