+444.2%
V vs BABA
+15.0%
+429.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.7% | +3.6% | +0.5% |
| 7D | -0.8% | +3.8% | -4.6% | -1.4% |
| 30D | +9.5% | -5.4% | +14.9% | +10.5% |
| 3M | +16.7% | -17.9% | +34.6% | +20.2% |
| 6M | +32.9% | -24.1% | +57.0% | +38.2% |
| YTD | +21.1% | -27.4% | +48.5% | +26.1% |
| 1Y | +26.6% | -36.1% | +62.7% | +34.8% |
| 3Y | +78.4% | +35.4% | +43.0% | +57.5% |
| 5Y | +105.5% | -30.1% | +135.6% | +101.6% |
| 10Y | +444.2% | +15.8% | +428.4% | +327.1% |
| All | +444.2% | +15.0% | +429.3% | +327.1% |
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