-27.7%
BABA vs VST
+515.1%
-542.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -6.2% | +8.8% | +3.3% |
| 7D | +8.6% | -19.9% | +28.5% | +11.1% |
| 30D | -1.1% | -29.7% | +28.6% | +2.7% |
| 3M | -15.9% | -19.6% | +3.6% | -14.3% |
| 6M | -17.5% | -29.4% | +11.9% | -14.9% |
| YTD | -25.6% | -29.7% | +4.1% | -23.5% |
| 1Y | -33.8% | -40.0% | +6.2% | -30.7% |
| 3Y | +34.6% | +231.0% | -196.4% | -9.8% |
| 5Y | -27.7% | +500.1% | -527.7% | -62.1% |
| All | -27.7% | +515.1% | -542.7% | -62.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling