+12.5%
BABA vs VST
+1,175.7%
-1,163.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.5% | -2.2% | +0.8% |
| 7D | -4.8% | +8.9% | -13.7% | -5.9% |
| 30D | -11.9% | +6.2% | -18.1% | -12.7% |
| 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% | -11.1% |
| 3Y | +26.7% | +384.0% | -357.3% | -11.2% |
| 5Y | -29.3% | +757.1% | -786.4% | -55.7% |
| All | +12.5% | +1,175.7% | -1,163.2% | -34.6% |
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 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