+23.9%
BABA vs VEU
+118.9%
-95.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.1% |
| 7D | +11.6% | -1.6% | +13.3% | +13.6% |
| 30D | +2.3% | -4.3% | +6.6% | +7.7% |
| 3M | -13.7% | -5.8% | -7.8% | -7.7% |
| 6M | -21.9% | -4.4% | -17.5% | -18.6% |
| YTD | -24.6% | +8.7% | -33.3% | -32.7% |
| 1Y | -34.1% | +12.6% | -46.7% | -43.9% |
| 3Y | +36.3% | +65.2% | -29.0% | -25.3% |
| 5Y | -26.7% | +45.5% | -72.3% | -52.0% |
| 10Y | +19.2% | +142.7% | -123.5% | -49.5% |
| All | +23.9% | +118.9% | -95.0% | -44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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