+11.7%
BABA vs VUG
+402.9%
-391.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.2% | -6.8% | -6.8% |
| 7D | -12.7% | +4.4% | -17.1% | -15.9% |
| 30D | -14.9% | -7.3% | -7.5% | -9.7% |
| 3M | -24.6% | -4.2% | -20.4% | -22.4% |
| 6M | -29.3% | -1.6% | -27.8% | -29.0% |
| YTD | -35.0% | +4.9% | -39.9% | -38.1% |
| 1Y | -39.7% | +3.8% | -43.5% | -42.1% |
| 3Y | +21.2% | +79.4% | -58.3% | -30.3% |
| 5Y | -39.9% | +63.9% | -103.8% | -62.8% |
| All | +11.7% | +402.9% | -391.2% | -80.6% |
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