+23.9%
BABA vs VSH
+85.9%
-62.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.7% | -4.4% | -0.3% |
| 7D | +11.6% | -12.9% | +24.6% | +15.1% |
| 30D | +2.3% | -36.9% | +39.1% | +14.9% |
| 3M | -13.7% | -28.8% | +15.1% | -7.6% |
| 6M | -21.9% | -30.3% | +8.4% | -20.5% |
| YTD | -24.6% | +62.4% | -87.0% | -43.1% |
| 1Y | -34.1% | +62.5% | -96.6% | -50.5% |
| 3Y | +36.3% | +7.4% | +28.9% | +11.3% |
| 5Y | -26.7% | +25.4% | -52.2% | -44.8% |
| 10Y | +19.2% | +102.6% | -83.4% | -34.2% |
| All | +23.9% | +85.9% | -62.0% | -32.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling