+4.6%
BABA vs VST
+929.5%
-924.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -13.8% | +18.7% | +6.7% |
| 7D | +4.3% | -15.7% | +20.0% | +6.3% |
| 30D | -5.0% | -17.0% | +12.0% | -3.2% |
| 3M | -18.4% | -15.9% | -2.5% | -17.0% |
| 6M | -20.3% | -25.0% | +4.7% | -18.1% |
| YTD | -27.5% | -25.1% | -2.4% | -25.9% |
| 1Y | -35.3% | -34.9% | -0.5% | -32.7% |
| 3Y | +31.2% | +252.7% | -221.5% | -4.1% |
| 5Y | -32.1% | +582.3% | -614.4% | -56.4% |
| 10Y | +14.7% | +1,076.6% | -1,061.9% | -33.1% |
| All | +4.6% | +929.5% | -924.9% | -37.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling