+17.6%
BABA vs VMC
+153.4%
-135.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.0% |
| 7D | -4.8% | -4.3% | -0.4% | -3.7% |
| 30D | -11.9% | -8.2% | -3.6% | -10.1% |
| 3M | -9.3% | -7.0% | -2.2% | -8.2% |
| 6M | -14.2% | -10.8% | -3.5% | -12.4% |
| YTD | -22.0% | -7.4% | -14.6% | -21.4% |
| 1Y | -12.7% | -9.5% | -3.2% | -11.6% |
| 3Y | +26.7% | +20.5% | +6.2% | +16.6% |
| 5Y | -29.3% | +51.6% | -80.9% | -39.5% |
| All | +17.6% | +153.4% | -135.8% | -15.6% |
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