+56.4%
V vs BABA
+27.3%
+29.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.0% |
| 7D | -1.7% | -4.8% | +3.0% | -1.5% |
| 30D | +2.0% | -11.9% | +13.9% | +2.5% |
| 3M | +17.4% | -9.3% | +26.6% | +17.8% |
| 6M | +17.5% | -14.2% | +31.7% | +18.1% |
| YTD | +7.6% | -22.0% | +29.6% | +8.6% |
| 1Y | +7.7% | -12.7% | +20.4% | +7.6% |
| All | +56.4% | +27.3% | +29.1% | +50.5% |
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 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