+77.6%
V vs BABA
+32.7%
+44.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.6% | -5.8% | -3.3% |
| 7D | +2.9% | +8.6% | -5.6% | +2.5% |
| 30D | +14.0% | -1.1% | +15.1% | +14.0% |
| 3M | +14.9% | -15.9% | +30.8% | +15.6% |
| 6M | +31.7% | -17.5% | +49.3% | +32.6% |
| YTD | +21.2% | -25.6% | +46.8% | +22.6% |
| 1Y | +25.3% | -33.8% | +59.1% | +27.6% |
| All | +77.6% | +32.7% | +44.9% | +72.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling