+108.3%
V vs BABA
-40.0%
+148.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +0.9% | -13.8% | +14.7% | +2.5% |
| 30D | +9.0% | -15.1% | +24.1% | +10.8% |
| 3M | +16.7% | -22.7% | +39.5% | +19.7% |
| 6M | +33.4% | -34.7% | +68.1% | +39.2% |
| YTD | +22.4% | -35.0% | +57.4% | +27.1% |
| 1Y | +27.7% | -40.4% | +68.1% | +33.9% |
| 3Y | +78.0% | +21.9% | +56.1% | +65.7% |
| All | +108.3% | -40.0% | +148.3% | +119.7% |
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