+23.9%
BABA vs VUG
+438.2%
-414.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +0.5% |
| 7D | +11.6% | -3.4% | +15.0% | +14.6% |
| 30D | +2.3% | -11.1% | +13.4% | +12.8% |
| 3M | -13.7% | -7.2% | -6.4% | -8.4% |
| 6M | -21.9% | -4.1% | -17.8% | -19.6% |
| YTD | -24.6% | +1.4% | -26.0% | -26.0% |
| 1Y | -34.1% | +1.9% | -36.0% | -35.7% |
| 3Y | +36.3% | +77.7% | -41.5% | -22.0% |
| 5Y | -26.7% | +57.6% | -84.3% | -53.4% |
| 10Y | +19.2% | +398.6% | -379.4% | -76.9% |
| All | +23.9% | +438.2% | -414.3% | -77.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling