+6.8%
BABA vs VYM
+251.1%
-244.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.1% | -7.1% | -7.1% |
| 7D | -12.7% | +3.3% | -16.0% | -15.1% |
| 30D | -14.9% | +3.8% | -18.6% | -17.7% |
| 3M | -24.6% | -0.4% | -24.3% | -24.7% |
| 6M | -29.3% | +7.1% | -36.5% | -33.6% |
| YTD | -35.0% | +17.1% | -52.1% | -43.2% |
| 1Y | -39.7% | +18.4% | -58.1% | -47.8% |
| 3Y | +21.2% | +74.5% | -53.4% | -24.0% |
| 5Y | -39.9% | +72.5% | -112.4% | -61.6% |
| 10Y | +7.8% | +206.9% | -199.0% | -58.8% |
| All | +6.8% | +251.1% | -244.3% | -64.1% |
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 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