+387.7%
V vs BABA
+19.8%
+367.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.2% |
| 7D | -1.7% | -4.8% | +3.0% | -0.9% |
| 30D | +2.0% | -11.9% | +13.9% | +4.0% |
| 3M | +17.4% | -9.3% | +26.6% | +18.8% |
| 6M | +17.5% | -14.2% | +31.7% | +19.5% |
| YTD | +7.6% | -22.0% | +29.6% | +10.9% |
| 1Y | +7.7% | -12.7% | +20.4% | +7.9% |
| 3Y | +54.7% | +26.7% | +28.0% | +39.0% |
| 5Y | +73.0% | -29.3% | +102.4% | +70.1% |
| All | +387.7% | +19.8% | +367.9% | +278.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BABA.
Daily Out/Under-Performance
Portfolio return minus BABA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BABA 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 10y: compounded portfolio wealth divided by compounded BABA 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…
10y analysis · Full analysis span regression · 6 months rolling