+15.3%
BABA vs VWO
+119.0%
-103.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.0% |
| 7D | -2.2% | +0.2% | -2.3% | -2.4% |
| 30D | -17.3% | +0.9% | -18.2% | -18.6% |
| 3M | -7.8% | +4.3% | -12.0% | -13.9% |
| 6M | -16.8% | +10.5% | -27.3% | -28.8% |
| YTD | -24.7% | +13.4% | -38.0% | -37.7% |
| 1Y | -24.9% | +18.6% | -43.5% | -41.6% |
| 3Y | +29.1% | +65.8% | -36.7% | -35.8% |
| 5Y | -30.5% | +35.2% | -65.7% | -51.1% |
| All | +15.3% | +119.0% | -103.6% | -45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 10y: compounded portfolio wealth divided by compounded VWO 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…
10y analysis · Full analysis span regression · 6 months rolling