+102.6%
V vs BABA
-30.3%
+132.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.6% | -5.8% | -3.5% |
| 7D | +2.9% | +8.6% | -5.6% | +2.0% |
| 30D | +14.0% | -1.1% | +15.1% | +14.1% |
| 3M | +14.9% | -15.9% | +30.8% | +16.8% |
| 6M | +31.7% | -17.5% | +49.3% | +33.8% |
| YTD | +21.2% | -25.6% | +46.8% | +24.2% |
| 1Y | +25.3% | -33.8% | +59.1% | +30.0% |
| 3Y | +77.5% | +34.6% | +42.9% | +63.7% |
| 5Y | +102.6% | -27.7% | +130.2% | +106.5% |
| All | +102.6% | -30.3% | +132.9% | +106.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling