+11.7%
BABA vs VGT
+730.3%
-718.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.6% | -6.5% | -6.7% |
| 7D | -12.7% | +5.6% | -18.3% | -16.2% |
| 30D | -14.9% | -10.6% | -4.3% | -8.6% |
| 3M | -24.6% | -6.9% | -17.8% | -21.7% |
| 6M | -29.3% | +0.9% | -30.3% | -31.5% |
| YTD | -35.0% | +20.4% | -55.5% | -44.9% |
| 1Y | -39.7% | +17.4% | -57.1% | -48.0% |
| 3Y | +21.2% | +106.3% | -85.1% | -35.0% |
| 5Y | -39.9% | +107.9% | -147.8% | -68.4% |
| All | +11.7% | +730.3% | -718.6% | -85.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 10y: compounded portfolio wealth divided by compounded VGT 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…
10y analysis · Full analysis span regression · 6 months rolling