-39.9%
BABA vs VLO
+471.6%
-511.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +3.1% | -10.1% | -7.5% |
| 7D | -12.7% | +6.8% | -19.4% | -13.5% |
| 30D | -14.9% | -17.9% | +3.0% | -12.5% |
| 3M | -24.6% | +13.5% | -38.2% | -26.7% |
| 6M | -29.3% | +53.0% | -82.4% | -34.9% |
| YTD | -35.0% | +133.7% | -168.8% | -45.8% |
| 1Y | -39.7% | +115.7% | -155.4% | -48.8% |
| 3Y | +21.2% | +231.9% | -210.8% | -7.7% |
| 5Y | -39.9% | +471.6% | -511.5% | -60.7% |
| All | -39.9% | +471.6% | -511.5% | -60.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling