+316.5%
VOO vs BABA
+18.1%
+298.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.6% |
| 7D | +0.1% | -4.8% | +4.9% | +0.9% |
| 30D | +0.1% | -11.9% | +12.0% | +2.0% |
| 3M | +2.0% | -9.3% | +11.3% | +3.2% |
| 6M | +13.0% | -14.2% | +27.3% | +15.1% |
| YTD | +13.6% | -22.0% | +35.6% | +17.2% |
| 1Y | +20.1% | -12.7% | +32.8% | +20.9% |
| 3Y | +77.6% | +26.7% | +50.9% | +63.1% |
| 5Y | +82.4% | -29.3% | +111.8% | +80.5% |
| All | +316.5% | +18.1% | +298.5% | +261.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling