-31.3%
BABA vs VST
+761.6%
-792.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -12.6% |
| 3M | -9.3% | -2.7% | -6.5% | -9.3% |
| 6M | -14.2% | -8.4% | -5.9% | -13.9% |
| YTD | -22.0% | -7.2% | -14.8% | -22.0% |
| 1Y | -12.7% | -20.9% | +8.2% | -11.2% |
| 3Y | +26.7% | +384.0% | -357.3% | -18.8% |
| All | -31.3% | +761.6% | -792.9% | -63.5% |
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