+16.7%
BABA vs VIG
+240.3%
-223.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | +0.2% |
| 7D | -0.2% | -0.4% | +0.2% | +0.2% |
| 30D | -12.3% | -2.1% | -10.2% | -10.7% |
| 3M | -5.3% | +3.3% | -8.7% | -8.3% |
| 6M | -13.1% | +9.3% | -22.4% | -19.9% |
| YTD | -22.4% | +10.1% | -32.6% | -28.9% |
| 1Y | -19.5% | +14.7% | -34.2% | -28.8% |
| 3Y | +32.9% | +56.9% | -24.0% | -11.6% |
| 5Y | -29.9% | +62.9% | -92.8% | -54.6% |
| 10Y | +16.7% | +241.3% | -224.6% | -63.3% |
| All | +16.7% | +240.3% | -223.6% | -63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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