-39.8%
BABA vs VIG
+64.4%
-104.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | 0.0% | -7.0% | -7.0% |
| 7D | -12.7% | +3.1% | -15.8% | -15.6% |
| 30D | -14.9% | +5.0% | -19.9% | -19.6% |
| 3M | -24.6% | +2.7% | -27.3% | -27.1% |
| 6M | -29.3% | +11.0% | -40.3% | -37.3% |
| YTD | -35.0% | +16.0% | -51.0% | -45.0% |
| 1Y | -39.7% | +16.3% | -56.0% | -49.2% |
| 3Y | +21.2% | +66.8% | -45.7% | -33.5% |
| All | -39.8% | +64.4% | -104.2% | -67.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling