+14.4%
BABA vs VTV
+232.1%
-217.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.2% |
| 7D | -2.9% | -2.1% | -0.9% | -1.3% |
| 30D | -15.1% | -1.3% | -13.8% | -14.2% |
| 3M | -5.0% | +5.6% | -10.7% | -9.4% |
| 6M | -19.9% | +12.4% | -32.3% | -27.2% |
| YTD | -25.3% | +17.6% | -42.9% | -34.5% |
| 1Y | -23.9% | +23.5% | -47.4% | -35.8% |
| 3Y | +28.1% | +67.0% | -38.9% | -15.1% |
| 5Y | -31.4% | +80.5% | -111.9% | -56.6% |
| All | +14.4% | +232.1% | -217.7% | -53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VTV 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling