+484.0%
V vs BABA
+8.5%
+475.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +0.9% | -13.8% | +14.7% | +3.4% |
| 30D | +9.0% | -15.1% | +24.1% | +11.9% |
| 3M | +16.7% | -22.7% | +39.5% | +21.5% |
| 6M | +33.4% | -34.7% | +68.1% | +42.4% |
| YTD | +22.4% | -35.0% | +57.4% | +29.7% |
| 1Y | +27.7% | -40.4% | +68.1% | +37.3% |
| 3Y | +78.0% | +21.9% | +56.1% | +59.9% |
| 5Y | +108.5% | -39.9% | +148.4% | +111.0% |
| All | +484.0% | +8.5% | +475.5% | +363.3% |
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