+11.7%
BABA vs VSH
+115.4%
-103.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.2% | +4.2% | +1.1% |
| 7D | -13.8% | +14.3% | -28.1% | -17.2% |
| 30D | -15.1% | -7.9% | -7.2% | -14.7% |
| 3M | -22.7% | -19.9% | -2.9% | -20.3% |
| 6M | -34.7% | -30.5% | -4.2% | -33.2% |
| YTD | -35.0% | +85.7% | -120.7% | -52.5% |
| 1Y | -40.4% | +98.9% | -139.3% | -57.6% |
| 3Y | +21.9% | +32.1% | -10.2% | -6.3% |
| 5Y | -39.9% | +39.7% | -79.6% | -55.7% |
| All | +11.7% | +115.4% | -103.7% | -35.6% |
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