-29.9%
BABA vs VWO
+34.9%
-64.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | +0.2% |
| 7D | -0.2% | +0.9% | -1.1% | -2.0% |
| 30D | -12.3% | +1.3% | -13.5% | -14.8% |
| 3M | -5.3% | +5.1% | -10.4% | -15.8% |
| 6M | -13.1% | +12.5% | -25.6% | -33.8% |
| YTD | -22.4% | +14.0% | -36.5% | -42.6% |
| 1Y | -19.5% | +19.7% | -39.2% | -46.2% |
| 3Y | +32.9% | +66.8% | -33.8% | -57.9% |
| 5Y | -29.9% | +36.2% | -66.1% | -61.3% |
| All | -29.9% | +34.9% | -64.8% | -61.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling