+455.4%
V vs BABA
+16.3%
+439.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.9% | +0.8% |
| 7D | +0.8% | +2.4% | -1.6% | +0.4% |
| 30D | +9.9% | -7.8% | +17.7% | +11.4% |
| 3M | +17.5% | -22.4% | +39.9% | +22.3% |
| 6M | +33.5% | -26.0% | +59.4% | +39.3% |
| YTD | +21.6% | -29.3% | +50.8% | +27.1% |
| 1Y | +27.6% | -37.5% | +65.1% | +36.2% |
| 3Y | +76.4% | +31.9% | +44.5% | +56.4% |
| 5Y | +103.8% | -33.4% | +137.3% | +102.3% |
| All | +455.4% | +16.3% | +439.1% | +327.5% |
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