+11.7%
BABA vs VMC
+125.2%
-113.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | -13.8% | -1.3% | -12.5% | -13.5% |
| 30D | -15.1% | +15.5% | -30.6% | -18.3% |
| 3M | -22.7% | +0.6% | -23.3% | -23.1% |
| 6M | -34.7% | +2.1% | -36.7% | -35.6% |
| YTD | -35.0% | -1.6% | -33.5% | -35.6% |
| 1Y | -40.4% | -1.2% | -39.2% | -41.0% |
| 3Y | +21.9% | +35.3% | -13.4% | +8.4% |
| 5Y | -39.9% | +43.6% | -83.5% | -48.2% |
| All | +11.7% | +125.2% | -113.5% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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