+15.7%
BABA vs VUG
+390.7%
-375.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -1.9% |
| 7D | +2.4% | -1.2% | +3.5% | +2.9% |
| 30D | -7.8% | -8.9% | +1.1% | -0.8% |
| 3M | -22.4% | -5.9% | -16.5% | -18.8% |
| 6M | -26.0% | -3.3% | -22.7% | -24.5% |
| YTD | -29.3% | +3.4% | -32.7% | -31.8% |
| 1Y | -37.5% | +1.9% | -39.4% | -39.0% |
| 3Y | +31.9% | +76.9% | -45.0% | -23.2% |
| 5Y | -33.4% | +63.9% | -97.3% | -58.8% |
| 10Y | +15.7% | +396.2% | -380.5% | -80.2% |
| All | +15.7% | +390.7% | -375.0% | -80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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