-36.3%
BABA vs VUG
+4.1%
-40.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.8% | -2.3% |
| 7D | -3.6% | -1.1% | -2.5% | -3.1% |
| 30D | -8.4% | -7.0% | -1.4% | -3.1% |
| 3M | -20.6% | -3.7% | -16.9% | -18.5% |
| 6M | -25.4% | -1.6% | -23.8% | -24.8% |
| YTD | -30.1% | +5.1% | -35.3% | -35.4% |
| 1Y | -36.3% | +3.8% | -40.0% | -41.2% |
| All | -36.3% | +4.1% | -40.3% | -41.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling