+19.3%
BABA vs VEA
+141.3%
-122.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.9% | -6.6% | -6.7% |
| 7D | +3.8% | +0.4% | +3.4% | +3.0% |
| 30D | -5.4% | -0.7% | -4.7% | -5.1% |
| 3M | -17.9% | -3.9% | -14.1% | -15.1% |
| 6M | -24.1% | -0.6% | -23.5% | -24.6% |
| YTD | -27.4% | +12.9% | -40.4% | -37.0% |
| 1Y | -36.1% | +18.4% | -54.4% | -47.3% |
| 3Y | +35.4% | +75.3% | -39.9% | -25.3% |
| 5Y | -30.1% | +54.3% | -84.4% | -55.5% |
| 10Y | +15.8% | +158.0% | -142.2% | -51.8% |
| All | +19.3% | +141.3% | -122.0% | -48.8% |
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 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