+16.7%
BABA vs VEA
+159.8%
-143.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.1% |
| 7D | -0.2% | +1.9% | -2.0% | -2.2% |
| 30D | -12.3% | +0.8% | -13.0% | -13.2% |
| 3M | -5.3% | +5.7% | -11.0% | -11.7% |
| 6M | -13.1% | +13.3% | -26.4% | -25.0% |
| YTD | -22.4% | +18.4% | -40.8% | -36.3% |
| 1Y | -19.5% | +27.0% | -46.4% | -38.8% |
| 3Y | +32.9% | +79.3% | -46.3% | -30.9% |
| 5Y | -29.9% | +62.1% | -92.0% | -58.9% |
| 10Y | +16.7% | +160.3% | -143.5% | -55.8% |
| All | +16.7% | +159.8% | -143.1% | -55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 VEA 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