+16.0%
BABA vs VO
+202.1%
-186.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.4% | -2.3% |
| 7D | -3.6% | +0.2% | -3.8% | -4.1% |
| 30D | -8.4% | +2.0% | -10.4% | -10.3% |
| 3M | -20.6% | -0.3% | -20.3% | -20.7% |
| 6M | -25.4% | +7.3% | -32.7% | -30.3% |
| YTD | -30.1% | +15.0% | -45.1% | -38.5% |
| 1Y | -36.3% | +14.7% | -51.0% | -43.9% |
| 3Y | +30.4% | +67.3% | -36.9% | -18.7% |
| 5Y | -35.7% | +38.8% | -74.5% | -52.7% |
| 10Y | +16.0% | +201.6% | -185.6% | -54.0% |
| All | +16.0% | +202.1% | -186.1% | -54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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