-33.4%
BABA vs VFC
-67.2%
+33.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.9% | -2.4% |
| 7D | +2.4% | +3.5% | -1.1% | +1.5% |
| 30D | -7.8% | +38.3% | -46.0% | -14.4% |
| 3M | -22.4% | +40.2% | -62.5% | -28.4% |
| 6M | -26.0% | +10.6% | -36.6% | -28.6% |
| YTD | -29.3% | +16.7% | -46.0% | -32.9% |
| 1Y | -37.5% | +45.0% | -82.5% | -43.9% |
| 3Y | +31.9% | +48.8% | -16.9% | +3.9% |
| 5Y | -33.4% | -67.6% | +34.1% | +6.0% |
| All | -33.4% | -67.2% | +33.8% | +6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling