+19.3%
BABA vs VLTO
+55.4%
-36.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.1% | -6.0% | -6.8% |
| 7D | -12.7% | +0.8% | -13.5% | -12.8% |
| 30D | -14.9% | +18.7% | -33.6% | -18.0% |
| 3M | -24.6% | +21.7% | -46.3% | -27.9% |
| 6M | -29.3% | +35.8% | -65.2% | -34.4% |
| YTD | -35.0% | +18.3% | -53.3% | -37.4% |
| 1Y | -39.7% | +20.9% | -60.6% | -42.4% |
| 3Y | +21.2% | +68.8% | -47.7% | +5.6% |
| All | +19.3% | +55.4% | -36.1% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 10y: compounded portfolio wealth divided by compounded VLTO 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…
10y analysis · Full analysis span regression · 6 months rolling