+11.7%
BABA vs VFC
-48.6%
+60.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.2% | -0.7% |
| 7D | -13.8% | +1.6% | -15.4% | -14.1% |
| 30D | -15.1% | +25.5% | -40.6% | -19.7% |
| 3M | -22.7% | +41.3% | -64.0% | -29.1% |
| 6M | -34.7% | +22.2% | -56.9% | -38.6% |
| YTD | -35.0% | +16.4% | -51.4% | -38.5% |
| 1Y | -40.4% | +38.4% | -78.8% | -46.1% |
| 3Y | +21.9% | +56.2% | -34.3% | -4.7% |
| 5Y | -39.9% | -68.2% | +28.3% | -25.8% |
| All | +11.7% | -48.6% | +60.4% | +20.7% |
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