+15.8%
BABA vs VSH
+128.2%
-112.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +13.4% | -17.2% | -7.2% |
| 7D | +3.8% | +3.5% | +0.3% | +1.7% |
| 30D | -5.4% | -22.4% | +17.0% | -0.3% |
| 3M | -17.9% | -25.2% | +7.2% | -13.6% |
| 6M | -24.1% | -22.5% | -1.5% | -25.0% |
| YTD | -27.4% | +84.2% | -111.6% | -46.8% |
| 1Y | -36.1% | +87.1% | -123.1% | -53.5% |
| 3Y | +35.4% | +31.7% | +3.7% | +4.2% |
| 5Y | -30.1% | +42.6% | -72.7% | -48.8% |
| 10Y | +15.8% | +116.6% | -100.8% | -31.2% |
| All | +15.8% | +128.2% | -112.4% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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