+16.7%
BABA vs VGT
+788.0%
-771.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -0.2% | +1.8% | -2.0% | -1.5% |
| 30D | -12.3% | -0.3% | -11.9% | -12.4% |
| 3M | -5.3% | +3.4% | -8.7% | -8.6% |
| 6M | -13.1% | +35.0% | -48.1% | -31.5% |
| YTD | -22.4% | +28.8% | -51.2% | -36.7% |
| 1Y | -19.5% | +38.0% | -57.5% | -37.7% |
| 3Y | +32.9% | +125.8% | -92.8% | -33.1% |
| 5Y | -29.9% | +134.7% | -164.6% | -66.2% |
| 10Y | +16.7% | +792.6% | -775.9% | -86.3% |
| All | +16.7% | +788.0% | -771.2% | -86.3% |
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