+6.8%
BABA vs VNQ
+113.6%
-106.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -13.8% | +0.8% | -14.5% | -14.1% |
| 30D | -15.1% | +6.8% | -21.9% | -17.8% |
| 3M | -22.7% | -1.3% | -21.4% | -22.3% |
| 6M | -34.7% | +2.4% | -37.0% | -35.7% |
| YTD | -35.0% | +12.1% | -47.1% | -38.9% |
| 1Y | -40.4% | +12.0% | -52.4% | -43.9% |
| 3Y | +21.9% | +44.8% | -22.9% | 0.0% |
| 5Y | -39.9% | +6.9% | -46.7% | -43.4% |
| 10Y | +7.9% | +82.9% | -75.1% | -24.7% |
| All | +6.8% | +113.6% | -106.8% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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