-35.3%
BABA vs VG
+47.2%
-82.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -7.7% | +12.6% | +4.5% |
| 7D | +4.3% | -16.4% | +20.7% | +3.4% |
| 30D | -5.0% | -10.8% | +5.8% | -5.4% |
| 3M | -18.4% | -6.3% | -12.1% | -18.5% |
| 6M | -20.3% | -12.5% | -7.8% | -20.4% |
| YTD | -27.5% | +76.9% | -104.4% | -31.5% |
| 1Y | -35.3% | +51.8% | -87.1% | -39.3% |
| All | -35.3% | +47.2% | -82.5% | -39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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