-35.3%
BABA vs VIVK
-100.0%
+64.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -27.5% | +32.4% | +4.5% |
| 7D | +4.3% | -68.7% | +73.0% | +3.0% |
| 30D | -5.0% | -90.0% | +85.1% | -7.1% |
| 3M | -18.4% | -98.1% | +79.7% | -21.7% |
| 6M | -20.3% | -99.9% | +79.6% | -24.6% |
| YTD | -27.5% | -99.9% | +72.4% | -30.7% |
| 1Y | -35.3% | -100.0% | +64.7% | -36.0% |
| All | -35.3% | -100.0% | +64.7% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 1y: compounded portfolio wealth divided by compounded VIVK 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…
1y analysis · Full analysis span regression · 6 months rolling