-31.3%
BABA vs VCLT
-15.0%
-16.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.2% |
| 7D | -4.8% | -0.5% | -4.3% | -4.5% |
| 30D | -11.9% | -0.9% | -11.0% | -11.5% |
| 3M | -9.3% | -3.2% | -6.0% | -7.7% |
| 6M | -14.2% | -3.8% | -10.4% | -12.5% |
| YTD | -22.0% | -2.0% | -20.0% | -21.3% |
| 1Y | -12.7% | -0.8% | -11.9% | -12.4% |
| 3Y | +26.7% | +12.3% | +14.4% | +18.3% |
| All | -31.3% | -15.0% | -16.3% | -43.4% |
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