-35.9%
BABA vs VFC
+42.4%
-78.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.6% | -6.3% | -4.1% |
| 7D | +3.8% | +7.7% | -3.9% | +2.5% |
| 30D | -5.4% | +39.2% | -44.6% | -10.4% |
| 3M | -17.9% | +40.3% | -58.2% | -22.5% |
| 6M | -24.1% | +11.4% | -35.4% | -25.4% |
| YTD | -27.4% | +17.5% | -45.0% | -29.7% |
| All | -35.9% | +42.4% | -78.3% | -37.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling