-33.4%
BABA vs VIVK
-100.0%
+66.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -22.8% | +20.2% | -2.6% |
| 7D | +2.4% | -56.0% | +58.3% | +2.2% |
| 30D | -7.8% | -92.3% | +84.5% | -8.1% |
| 3M | -22.4% | -98.6% | +76.3% | -22.8% |
| 6M | -26.0% | -99.9% | +74.0% | -26.2% |
| YTD | -29.3% | -100.0% | +70.7% | -29.6% |
| 1Y | -37.5% | -100.0% | +62.5% | -37.2% |
| 3Y | +31.9% | -100.0% | +131.9% | +31.2% |
| 5Y | -33.4% | -100.0% | +66.6% | -36.2% |
| All | -33.4% | -100.0% | +66.6% | -36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling