+449.7%
V vs BABA
+16.2%
+433.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.2% |
| 7D | +2.2% | +11.6% | -9.4% | +0.3% |
| 30D | +13.6% | +2.3% | +11.3% | +13.1% |
| 3M | +14.3% | -13.7% | +28.0% | +16.8% |
| 6M | +33.1% | -21.9% | +55.0% | +37.7% |
| YTD | +21.2% | -24.6% | +45.9% | +25.5% |
| 1Y | +26.4% | -34.1% | +60.5% | +33.9% |
| 3Y | +77.6% | +36.3% | +41.3% | +56.9% |
| 5Y | +102.6% | -26.7% | +129.3% | +97.0% |
| All | +449.7% | +16.2% | +433.5% | +337.8% |
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