+15.7%
BABA vs VSH
+117.5%
-101.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -4.0% | -2.9% |
| 7D | +2.4% | -1.6% | +3.9% | +1.8% |
| 30D | -7.8% | -21.3% | +13.5% | -3.2% |
| 3M | -22.4% | -18.9% | -3.5% | -20.1% |
| 6M | -26.0% | -21.4% | -4.6% | -27.2% |
| YTD | -29.3% | +86.8% | -116.1% | -48.3% |
| 1Y | -37.5% | +85.8% | -123.3% | -54.4% |
| 3Y | +31.9% | +30.1% | +1.8% | +2.2% |
| 5Y | -33.4% | +42.8% | -76.2% | -51.2% |
| 10Y | +15.7% | +121.2% | -105.5% | -30.9% |
| All | +15.7% | +117.5% | -101.8% | -30.9% |
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