+14.4%
BABA vs VYM
+207.1%
-192.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.2% | -0.3% |
| 7D | -2.9% | -1.9% | -1.1% | -1.4% |
| 30D | -15.1% | -2.6% | -12.5% | -13.3% |
| 3M | -5.0% | +3.6% | -8.6% | -7.9% |
| 6M | -19.9% | +8.7% | -28.6% | -25.2% |
| YTD | -25.3% | +14.1% | -39.4% | -32.8% |
| 1Y | -23.9% | +17.8% | -41.7% | -33.3% |
| 3Y | +28.1% | +64.5% | -36.4% | -14.2% |
| 5Y | -31.4% | +77.5% | -108.9% | -56.0% |
| All | +14.4% | +207.1% | -192.6% | -52.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling