-33.4%
BABA vs VWO
+27.4%
-60.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.1% |
| 7D | +2.4% | +2.1% | +0.3% | -2.6% |
| 30D | -7.8% | -5.5% | -2.3% | +2.3% |
| 3M | -22.4% | -6.2% | -16.2% | -12.9% |
| 6M | -26.0% | -6.4% | -19.6% | -17.5% |
| YTD | -29.3% | +5.4% | -34.7% | -39.3% |
| 1Y | -37.5% | +4.5% | -42.1% | -45.4% |
| 3Y | +31.9% | +56.1% | -24.2% | -52.9% |
| 5Y | -33.4% | +28.1% | -61.5% | -58.8% |
| All | -33.4% | +27.4% | -60.9% | -58.8% |
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