+28.2%
BABA vs VO
+228.2%
-200.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.5% |
| 7D | -4.8% | -0.3% | -4.5% | -4.5% |
| 30D | -11.9% | -0.3% | -11.6% | -11.8% |
| 3M | -9.3% | +2.9% | -12.2% | -11.8% |
| 6M | -14.2% | +9.3% | -23.6% | -21.1% |
| YTD | -22.0% | +14.2% | -36.2% | -30.9% |
| 1Y | -12.7% | +15.3% | -28.0% | -23.3% |
| 3Y | +26.7% | +56.2% | -29.6% | -16.3% |
| 5Y | -29.3% | +42.4% | -71.8% | -48.9% |
| 10Y | +21.2% | +194.7% | -173.5% | -54.1% |
| All | +28.2% | +228.2% | -200.1% | -56.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling