+11.7%
BABA vs VTV
+230.1%
-218.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -13.8% | +2.9% | -16.7% | -15.8% |
| 30D | -15.1% | +3.8% | -18.9% | -17.7% |
| 3M | -22.7% | +1.6% | -24.3% | -23.9% |
| 6M | -34.7% | +11.2% | -45.9% | -40.3% |
| YTD | -35.0% | +22.0% | -57.0% | -44.7% |
| 1Y | -40.4% | +24.9% | -65.3% | -50.3% |
| 3Y | +21.9% | +78.5% | -56.5% | -23.5% |
| 5Y | -39.9% | +77.8% | -117.6% | -61.8% |
| All | +11.7% | +230.1% | -218.3% | -51.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling