+30.4%
BABA vs VG
-39.3%
+69.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.3% |
| 7D | -4.8% | +1.7% | -6.5% | -4.8% |
| 30D | -11.9% | +16.0% | -27.9% | -12.4% |
| 3M | -9.3% | +9.7% | -19.0% | -9.8% |
| 6M | -14.2% | +29.6% | -43.8% | -16.5% |
| YTD | -22.0% | +112.0% | -134.1% | -27.7% |
| 1Y | -12.7% | +12.8% | -25.5% | -14.8% |
| All | +30.4% | -39.3% | +69.7% | +27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling