+15.8%
BABA vs VO
+206.8%
-191.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.7% | -6.5% | -6.1% |
| 7D | +3.8% | -0.1% | +4.0% | +3.6% |
| 30D | -5.4% | +0.5% | -5.9% | -6.1% |
| 3M | -17.9% | -1.0% | -16.9% | -17.5% |
| 6M | -24.1% | +6.4% | -30.5% | -28.6% |
| YTD | -27.4% | +13.6% | -41.0% | -35.5% |
| 1Y | -36.1% | +14.5% | -50.5% | -43.6% |
| 3Y | +35.4% | +67.2% | -31.9% | -15.6% |
| 5Y | -30.1% | +36.1% | -66.2% | -47.6% |
| 10Y | +15.8% | +199.3% | -183.5% | -53.7% |
| All | +15.8% | +206.8% | -191.0% | -53.7% |
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