-28.3%
BABA vs VO
+32.6%
-60.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.4% |
| 7D | +11.6% | -2.6% | +14.2% | +14.5% |
| 30D | +2.3% | -0.9% | +3.2% | +3.1% |
| 3M | -13.7% | -3.0% | -10.7% | -11.2% |
| 6M | -21.9% | +2.2% | -24.1% | -24.2% |
| YTD | -24.6% | +10.6% | -35.2% | -32.7% |
| 1Y | -34.1% | +12.5% | -46.6% | -42.4% |
| 3Y | +36.3% | +61.4% | -25.1% | -22.9% |
| All | -28.3% | +32.6% | -60.9% | -48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling