-37.5%
BABA vs VLO
+104.0%
-141.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.8% | -2.7% |
| 7D | +2.4% | -9.5% | +11.9% | +1.2% |
| 30D | -7.8% | -19.1% | +11.4% | -9.7% |
| 3M | -22.4% | +11.4% | -33.7% | -21.5% |
| 6M | -26.0% | +46.7% | -72.7% | -22.3% |
| YTD | -29.3% | +118.6% | -147.9% | -29.1% |
| 1Y | -37.5% | +99.9% | -137.4% | -36.0% |
| All | -37.5% | +104.0% | -141.5% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO 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 VLO 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