+28.2%
BABA vs VMC
+363.4%
-335.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.0% |
| 7D | -4.8% | -4.3% | -0.4% | -3.6% |
| 30D | -11.9% | -8.2% | -3.6% | -9.9% |
| 3M | -9.3% | -7.0% | -2.2% | -8.1% |
| 6M | -14.2% | -10.8% | -3.5% | -12.3% |
| YTD | -22.0% | -7.4% | -14.6% | -21.3% |
| 1Y | -12.7% | -9.5% | -3.2% | -11.6% |
| 3Y | +26.7% | +20.5% | +6.2% | +16.0% |
| 5Y | -29.3% | +51.6% | -80.9% | -40.2% |
| 10Y | +21.2% | +150.0% | -128.8% | -17.1% |
| All | +28.2% | +363.4% | -335.2% | -38.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling