-39.7%
BABA vs VYM
+18.8%
-58.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.1% | -7.1% | -7.1% |
| 7D | -12.7% | +3.3% | -16.0% | -14.4% |
| 30D | -14.9% | +3.8% | -18.6% | -17.4% |
| 3M | -24.6% | -0.4% | -24.3% | -24.2% |
| 6M | -29.3% | +7.1% | -36.5% | -34.0% |
| YTD | -35.0% | +17.1% | -52.1% | -43.6% |
| 1Y | -39.7% | +18.4% | -58.1% | -47.3% |
| All | -39.7% | +18.8% | -58.5% | -47.3% |
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