+11.7%
BABA vs VEA
+161.1%
-149.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -13.8% | +2.3% | -16.0% | -15.9% |
| 30D | -15.1% | +0.2% | -15.3% | -15.6% |
| 3M | -22.7% | -5.3% | -17.4% | -18.5% |
| 6M | -34.7% | -0.9% | -33.8% | -35.0% |
| YTD | -35.0% | +12.2% | -47.2% | -43.7% |
| 1Y | -40.4% | +16.1% | -56.5% | -50.3% |
| 3Y | +21.9% | +73.0% | -51.1% | -34.2% |
| 5Y | -39.9% | +53.7% | -93.6% | -62.8% |
| All | +11.7% | +161.1% | -149.4% | -54.2% |
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