+28.2%
BABA vs VYM
+247.3%
-219.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.6% |
| 7D | -4.8% | 0.0% | -4.7% | -4.8% |
| 30D | -11.9% | -0.5% | -11.4% | -11.6% |
| 3M | -9.3% | +3.0% | -12.3% | -11.6% |
| 6M | -14.2% | +8.2% | -22.5% | -19.8% |
| YTD | -22.0% | +15.8% | -37.9% | -31.0% |
| 1Y | -12.7% | +20.8% | -33.6% | -25.4% |
| 3Y | +26.7% | +65.3% | -38.6% | -16.7% |
| 5Y | -29.3% | +76.6% | -105.9% | -55.4% |
| 10Y | +21.2% | +203.9% | -182.7% | -53.2% |
| All | +28.2% | +247.3% | -219.2% | -56.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling