+15.7%
BABA vs VIVK
-100.0%
+115.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -22.8% | +20.2% | -2.6% |
| 7D | +2.4% | -56.0% | +58.3% | +2.1% |
| 30D | -7.8% | -92.3% | +84.5% | -8.3% |
| 3M | -22.4% | -98.6% | +76.3% | -23.2% |
| 6M | -26.0% | -99.9% | +74.0% | -27.1% |
| YTD | -29.3% | -100.0% | +70.7% | -30.2% |
| 1Y | -37.5% | -100.0% | +62.5% | -38.5% |
| 3Y | +31.9% | -100.0% | +131.9% | +29.6% |
| 5Y | -33.4% | -100.0% | +66.6% | -34.9% |
| 10Y | +15.7% | -100.0% | +115.7% | +16.3% |
| All | +15.7% | -100.0% | +115.7% | +16.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling