+16.3%
BABA vs VWO
+78.8%
-62.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.2% |
| 7D | +2.4% | +2.1% | +0.3% | -0.8% |
| 30D | -7.8% | -5.5% | -2.3% | -1.2% |
| 3M | -22.4% | -6.2% | -16.2% | -16.1% |
| 6M | -26.0% | -6.4% | -19.6% | -20.0% |
| YTD | -29.3% | +5.4% | -34.7% | -34.4% |
| 1Y | -37.5% | +4.5% | -42.1% | -41.4% |
| 3Y | +31.9% | +56.1% | -24.2% | -22.8% |
| 5Y | -33.4% | +28.1% | -61.5% | -47.0% |
| 10Y | +15.7% | +107.3% | -91.6% | -36.0% |
| All | +16.3% | +78.8% | -62.5% | -30.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling