-33.8%
BABA vs VG
+45.2%
-79.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.0% | +6.6% | +2.4% |
| 7D | +8.6% | -22.0% | +30.6% | +7.3% |
| 30D | -1.1% | -14.7% | +13.6% | -1.8% |
| 3M | -15.9% | -7.1% | -8.8% | -16.2% |
| 6M | -17.5% | -11.2% | -6.4% | -17.7% |
| YTD | -25.6% | +69.8% | -95.4% | -29.9% |
| 1Y | -33.8% | +49.9% | -83.7% | -38.0% |
| All | -33.8% | +45.2% | -79.0% | -38.0% |
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