+31.9%
BABA vs VUG
+79.7%
-47.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.1% |
| 7D | +2.4% | -1.2% | +3.5% | +2.8% |
| 30D | -7.8% | -8.9% | +1.1% | -2.5% |
| 3M | -22.4% | -5.9% | -16.5% | -19.6% |
| 6M | -26.0% | -3.3% | -22.7% | -24.7% |
| YTD | -29.3% | +3.4% | -32.7% | -31.1% |
| 1Y | -37.5% | +1.9% | -39.4% | -38.7% |
| 3Y | +31.9% | +76.9% | -45.0% | -7.2% |
| All | +31.9% | +79.7% | -47.8% | -7.2% |
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 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