+16.7%
BABA vs VIVK
-100.0%
+116.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.3% | +3.4% | -2.9% |
| 7D | -2.2% | -7.9% | +5.7% | -2.2% |
| 30D | -17.3% | -42.0% | +24.6% | -17.4% |
| 3M | -7.8% | -92.5% | +84.7% | -8.1% |
| 6M | -16.8% | -98.0% | +81.2% | -17.2% |
| YTD | -24.7% | -97.9% | +73.2% | -25.0% |
| 1Y | -24.9% | -100.0% | +75.0% | -25.6% |
| 3Y | +29.1% | -100.0% | +129.1% | +28.0% |
| 5Y | -30.5% | -100.0% | +69.5% | -31.4% |
| 10Y | +16.7% | -100.0% | +116.7% | +19.1% |
| All | +16.7% | -100.0% | +116.7% | +19.1% |
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