+36.3%
BABA vs VUG
+78.4%
-42.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +0.7% |
| 7D | +11.6% | -3.4% | +15.0% | +13.7% |
| 30D | +2.3% | -11.1% | +13.4% | +9.9% |
| 3M | -13.7% | -7.2% | -6.4% | -9.8% |
| 6M | -21.9% | -4.1% | -17.8% | -20.1% |
| YTD | -24.6% | +1.4% | -26.0% | -25.7% |
| 1Y | -34.1% | +1.9% | -36.0% | -35.2% |
| 3Y | +36.3% | +77.7% | -41.5% | -4.4% |
| All | +36.3% | +78.4% | -42.1% | -4.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling