-37.5%
BABA vs VIVK
-100.0%
+62.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -22.8% | +20.2% | -2.8% |
| 7D | +2.4% | -56.0% | +58.3% | +1.5% |
| 30D | -7.8% | -92.3% | +84.5% | -9.9% |
| 3M | -22.4% | -98.6% | +76.3% | -25.5% |
| 6M | -26.0% | -99.9% | +74.0% | -30.0% |
| YTD | -29.3% | -100.0% | +70.7% | -32.5% |
| 1Y | -37.5% | -100.0% | +62.5% | -35.9% |
| All | -37.5% | -100.0% | +62.5% | -35.9% |
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