-34.1%
BABA vs VST
-31.4%
-2.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +10.6% | -9.3% | +0.5% |
| 7D | +11.6% | -9.8% | +21.4% | +12.2% |
| 30D | +2.3% | -25.1% | +27.4% | +4.9% |
| 3M | -13.7% | -11.6% | -2.1% | -13.4% |
| 6M | -21.9% | -20.9% | -1.0% | -20.7% |
| YTD | -24.6% | -22.3% | -2.3% | -22.9% |
| 1Y | -34.1% | -32.0% | -2.1% | -31.4% |
| All | -34.1% | -31.4% | -2.7% | -31.4% |
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