-35.7%
BABA vs VSH
+54.3%
-90.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +8.8% | -9.9% | -3.0% |
| 7D | -3.6% | +12.8% | -16.4% | -6.8% |
| 30D | -8.4% | -9.0% | +0.7% | -7.5% |
| 3M | -20.6% | -12.2% | -8.4% | -19.9% |
| 6M | -25.4% | -15.9% | -9.4% | -28.0% |
| YTD | -30.1% | +103.2% | -133.3% | -49.6% |
| 1Y | -36.3% | +108.4% | -144.7% | -54.6% |
| 3Y | +30.4% | +41.6% | -11.2% | +0.8% |
| 5Y | -35.7% | +54.6% | -90.3% | -59.7% |
| All | -35.7% | +54.3% | -90.0% | -59.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling