+22.3%
BABA vs VUG
+433.3%
-411.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.5% | +8.1% | +7.4% |
| 7D | +8.6% | -7.1% | +15.7% | +15.3% |
| 30D | -1.1% | -12.1% | +11.0% | +10.2% |
| 3M | -15.9% | -8.1% | -7.8% | -10.1% |
| 6M | -17.5% | -3.2% | -14.3% | -15.7% |
| YTD | -25.6% | +0.5% | -26.1% | -26.4% |
| 1Y | -33.8% | -0.7% | -33.1% | -34.0% |
| 3Y | +34.6% | +77.1% | -42.5% | -22.8% |
| 5Y | -27.7% | +56.2% | -83.8% | -53.6% |
| 10Y | +17.7% | +394.1% | -376.4% | -77.0% |
| All | +22.3% | +433.3% | -411.0% | -77.7% |
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