-37.5%
BABA vs VMC
+0.8%
-38.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.5% |
| 7D | +2.4% | +1.1% | +1.2% | +2.2% |
| 30D | -7.8% | +17.7% | -25.5% | -8.7% |
| 3M | -22.4% | +1.1% | -23.4% | -22.5% |
| 6M | -26.0% | +1.8% | -27.8% | -26.9% |
| YTD | -29.3% | +1.5% | -30.8% | -31.7% |
| 1Y | -37.5% | -1.1% | -36.4% | -39.8% |
| All | -37.5% | +0.8% | -38.3% | -39.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling