+105.8%
V vs BABA
-39.3%
+145.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -8.1% | +7.5% | +0.2% |
| 7D | -0.4% | -12.7% | +12.3% | +1.1% |
| 30D | +6.3% | -14.9% | +21.2% | +8.1% |
| 3M | +17.2% | -24.6% | +41.8% | +20.5% |
| 6M | +29.2% | -29.3% | +58.6% | +33.5% |
| YTD | +20.8% | -35.0% | +55.8% | +25.5% |
| 1Y | +25.0% | -39.7% | +64.7% | +30.9% |
| 3Y | +75.3% | +21.2% | +54.1% | +63.3% |
| 5Y | +105.8% | -39.9% | +145.7% | +118.8% |
| All | +105.8% | -39.3% | +145.1% | +118.8% |
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