+32.9%
BABA vs VIVK
-100.0%
+132.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.7% | -8.2% | -0.4% |
| 7D | -0.2% | +13.1% | -13.2% | 0.0% |
| 30D | -12.3% | -29.7% | +17.4% | -12.5% |
| 3M | -5.3% | -93.0% | +87.7% | -6.6% |
| 6M | -13.1% | -98.0% | +84.9% | -14.6% |
| YTD | -22.4% | -97.8% | +75.3% | -23.3% |
| 1Y | -19.5% | -100.0% | +80.5% | -22.3% |
| 3Y | +32.9% | -100.0% | +132.9% | +18.9% |
| All | +32.9% | -100.0% | +132.9% | +18.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling