+16.0%
BABA vs VT
+224.5%
-208.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -4.8% | +0.4% | -5.2% | -5.3% |
| 30D | -11.9% | +1.0% | -12.9% | -13.0% |
| 3M | -9.3% | +2.4% | -11.6% | -12.0% |
| 6M | -14.2% | +12.0% | -26.3% | -24.9% |
| YTD | -22.0% | +15.3% | -37.4% | -33.9% |
| 1Y | -12.7% | +22.6% | -35.3% | -30.8% |
| 3Y | +26.7% | +74.7% | -48.0% | -33.2% |
| 5Y | -29.3% | +66.1% | -95.5% | -59.8% |
| All | +16.0% | +224.5% | -208.5% | -67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling