+31.1%
BABA vs VYM
+74.8%
-43.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.9% |
| 7D | -3.6% | -0.2% | -3.4% | -3.6% |
| 30D | -8.4% | +3.6% | -12.0% | -11.4% |
| 3M | -20.6% | -0.1% | -20.5% | -20.7% |
| 6M | -25.4% | +7.1% | -32.5% | -30.2% |
| YTD | -30.1% | +17.0% | -47.1% | -39.4% |
| 1Y | -36.3% | +19.0% | -55.3% | -45.7% |
| All | +31.1% | +74.8% | -43.7% | -27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling