+24.4%
BABA vs VG
-51.4%
+75.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.0% | +6.6% | +2.7% |
| 7D | +8.6% | -22.0% | +30.6% | +9.1% |
| 30D | -1.1% | -14.7% | +13.6% | -0.9% |
| 3M | -15.9% | -7.1% | -8.8% | -16.0% |
| 6M | -17.5% | -11.2% | -6.4% | -17.8% |
| YTD | -25.6% | +69.8% | -95.4% | -30.7% |
| 1Y | -33.8% | +49.9% | -83.7% | -37.9% |
| All | +24.4% | -51.4% | +75.8% | +22.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling