+23.9%
BABA vs VEA
+134.4%
-110.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.7% |
| 7D | +11.6% | -2.2% | +13.9% | +14.0% |
| 30D | +2.3% | -3.4% | +5.6% | +5.7% |
| 3M | -13.7% | -5.6% | -8.1% | -8.9% |
| 6M | -21.9% | -3.4% | -18.5% | -20.0% |
| YTD | -24.6% | +9.7% | -34.4% | -32.5% |
| 1Y | -34.1% | +15.4% | -49.5% | -44.1% |
| 3Y | +36.3% | +68.5% | -32.3% | -21.6% |
| 5Y | -26.7% | +49.6% | -76.4% | -51.8% |
| 10Y | +19.2% | +154.3% | -135.1% | -49.3% |
| All | +23.9% | +134.4% | -110.5% | -45.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling