+15.6%
BABA vs VST
+996.4%
-980.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -6.2% | +8.8% | +3.4% |
| 7D | +8.6% | -19.9% | +28.5% | +11.4% |
| 30D | -1.1% | -29.7% | +28.6% | +3.1% |
| 3M | -15.9% | -19.6% | +3.6% | -14.1% |
| 6M | -17.5% | -29.4% | +11.9% | -14.7% |
| YTD | -25.6% | -29.7% | +4.1% | -23.3% |
| 1Y | -33.8% | -40.0% | +6.2% | -30.4% |
| 3Y | +34.6% | +231.0% | -196.4% | -0.7% |
| 5Y | -27.7% | +500.1% | -527.7% | -52.6% |
| All | +15.6% | +996.4% | -980.8% | -29.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling