+17.1%
BABA vs VFC
-46.8%
+63.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.1% | +1.2% |
| 7D | +11.6% | +11.2% | +0.4% | +8.8% |
| 30D | +2.3% | +41.5% | -39.2% | -5.9% |
| 3M | -13.7% | +38.9% | -52.6% | -20.5% |
| 6M | -21.9% | +6.1% | -28.0% | -24.0% |
| YTD | -24.6% | +14.5% | -39.2% | -28.4% |
| 1Y | -34.1% | +46.0% | -80.1% | -41.2% |
| 3Y | +36.3% | +36.4% | -0.1% | +10.9% |
| 5Y | -26.7% | -67.5% | +40.8% | -10.2% |
| All | +17.1% | -46.8% | +63.9% | +29.1% |
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