-12.7%
BABA vs VST
-20.6%
+7.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.5% | -2.2% | +0.8% |
| 7D | -4.8% | +8.9% | -13.7% | -5.8% |
| 30D | -11.9% | +6.2% | -18.1% | -12.7% |
| 3M | -9.3% | -2.7% | -6.5% | -9.4% |
| 6M | -14.2% | -8.4% | -5.9% | -13.7% |
| YTD | -22.0% | -7.2% | -14.8% | -21.5% |
| 1Y | -12.7% | -20.9% | +8.2% | -5.7% |
| All | -12.7% | -20.6% | +7.9% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 1y: compounded portfolio wealth divided by compounded VST 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…
1y analysis · Full analysis span regression · 6 months rolling