+15.8%
BABA vs VUG
+405.9%
-390.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.8% | -6.5% | -6.1% |
| 7D | +3.8% | +0.5% | +3.3% | +2.9% |
| 30D | -5.4% | -8.2% | +2.8% | +1.2% |
| 3M | -17.9% | -5.4% | -12.5% | -14.6% |
| 6M | -24.1% | -2.5% | -21.5% | -23.0% |
| YTD | -27.4% | +4.2% | -31.6% | -30.5% |
| 1Y | -36.1% | +5.0% | -41.1% | -39.3% |
| 3Y | +35.4% | +81.7% | -46.4% | -23.2% |
| 5Y | -30.1% | +62.5% | -92.6% | -56.4% |
| 10Y | +15.8% | +396.3% | -380.5% | -80.3% |
| All | +15.8% | +405.9% | -390.0% | -80.3% |
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