-39.8%
BABA vs VLO
+476.5%
-516.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.2% |
| 7D | -13.8% | +9.6% | -23.4% | -14.9% |
| 30D | -15.1% | -17.4% | +2.3% | -12.8% |
| 3M | -22.7% | +10.8% | -33.5% | -24.5% |
| 6M | -34.7% | +56.9% | -91.6% | -40.0% |
| YTD | -35.0% | +136.8% | -171.8% | -45.9% |
| 1Y | -40.4% | +120.7% | -161.1% | -49.7% |
| 3Y | +21.9% | +231.9% | -210.0% | -7.0% |
| All | -39.8% | +476.5% | -516.3% | -60.5% |
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