-35.3%
BABA vs VYM
+21.8%
-57.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.2% | +3.7% | +3.9% |
| 7D | +4.3% | +1.2% | +3.1% | +3.3% |
| 30D | -5.0% | +5.2% | -10.2% | -8.9% |
| 3M | -18.4% | +0.5% | -18.9% | -18.7% |
| 6M | -20.3% | +7.7% | -28.0% | -25.7% |
| YTD | -27.5% | +17.2% | -44.7% | -36.1% |
| 1Y | -35.3% | +21.7% | -57.0% | -41.1% |
| All | -35.3% | +21.8% | -57.1% | -41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 1y: compounded portfolio wealth divided by compounded VYM 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…
1y analysis · Full analysis span regression · 6 months rolling