+28.2%
BABA vs VUG
+478.7%
-450.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.7% |
| 7D | -4.8% | -0.1% | -4.7% | -4.7% |
| 30D | -11.9% | -0.3% | -11.6% | -11.8% |
| 3M | -9.3% | -0.7% | -8.6% | -8.9% |
| 6M | -14.2% | +14.6% | -28.9% | -24.0% |
| YTD | -22.0% | +9.0% | -31.1% | -27.8% |
| 1Y | -12.7% | +14.9% | -27.6% | -22.8% |
| 3Y | +26.7% | +86.0% | -59.4% | -30.0% |
| 5Y | -29.3% | +76.7% | -106.0% | -59.3% |
| 10Y | +21.2% | +411.3% | -390.1% | -76.7% |
| All | +28.2% | +478.7% | -450.5% | -78.1% |
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