+11.7%
BABA vs VUG
+398.3%
-386.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.8% |
| 7D | -13.8% | +2.5% | -16.3% | -15.7% |
| 30D | -15.1% | -6.3% | -8.8% | -10.8% |
| 3M | -22.7% | -6.0% | -16.7% | -19.1% |
| 6M | -34.7% | -3.5% | -31.1% | -33.2% |
| YTD | -35.0% | +3.9% | -38.9% | -37.6% |
| 1Y | -40.4% | +5.1% | -45.5% | -43.4% |
| 3Y | +21.9% | +77.9% | -55.9% | -29.4% |
| 5Y | -39.9% | +62.4% | -102.3% | -62.5% |
| All | +11.7% | +398.3% | -386.5% | -80.4% |
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