+14.9%
BABA vs VYM
+250.9%
-236.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.9% |
| 7D | -3.6% | -0.2% | -3.4% | -3.7% |
| 30D | -8.4% | +3.6% | -12.0% | -11.3% |
| 3M | -20.6% | -0.1% | -20.5% | -20.8% |
| 6M | -25.4% | +7.1% | -32.5% | -29.9% |
| YTD | -30.1% | +17.0% | -47.1% | -38.8% |
| 1Y | -36.3% | +19.0% | -55.3% | -45.1% |
| 3Y | +30.4% | +74.4% | -44.1% | -18.2% |
| 5Y | -35.7% | +72.7% | -108.4% | -58.9% |
| 10Y | +16.0% | +206.6% | -190.6% | -55.7% |
| All | +14.9% | +250.9% | -236.0% | -61.3% |
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 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