-28.3%
BABA vs VGT
+99.2%
-127.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +0.4% |
| 7D | +11.6% | -7.2% | +18.9% | +16.7% |
| 30D | +2.3% | -16.1% | +18.4% | +14.3% |
| 3M | -13.7% | -9.2% | -4.5% | -9.1% |
| 6M | -21.9% | -0.7% | -21.2% | -23.4% |
| YTD | -24.6% | +15.6% | -40.2% | -33.8% |
| 1Y | -34.1% | +14.4% | -48.5% | -41.8% |
| 3Y | +36.3% | +105.2% | -69.0% | -27.5% |
| All | -28.3% | +99.2% | -127.5% | -63.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling