+15.8%
BABA vs VFC
-44.8%
+60.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.6% | -6.3% | -4.3% |
| 7D | +3.8% | +7.7% | -3.9% | +2.0% |
| 30D | -5.4% | +39.2% | -44.6% | -12.7% |
| 3M | -17.9% | +40.3% | -58.2% | -24.6% |
| 6M | -24.1% | +11.4% | -35.4% | -27.0% |
| YTD | -27.4% | +17.5% | -45.0% | -31.5% |
| 1Y | -36.1% | +45.9% | -81.9% | -42.9% |
| 3Y | +35.4% | +47.3% | -12.0% | +7.8% |
| 5Y | -30.1% | -67.2% | +37.1% | -14.5% |
| 10Y | +15.8% | -46.1% | +61.9% | +26.3% |
| All | +15.8% | -44.8% | +60.6% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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