+28.2%
BABA vs VWO
+94.1%
-65.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.5% | +0.3% |
| 7D | -4.8% | +1.1% | -5.8% | -6.1% |
| 30D | -11.9% | +2.4% | -14.3% | -14.8% |
| 3M | -9.3% | +2.0% | -11.3% | -12.1% |
| 6M | -14.2% | +10.7% | -24.9% | -25.3% |
| YTD | -22.0% | +14.4% | -36.5% | -34.8% |
| 1Y | -12.7% | +22.7% | -35.4% | -33.0% |
| 3Y | +26.7% | +64.2% | -37.6% | -30.4% |
| 5Y | -29.3% | +35.8% | -65.1% | -47.9% |
| 10Y | +21.2% | +114.7% | -93.5% | -37.4% |
| All | +28.2% | +94.1% | -65.9% | -31.1% |
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