+28.2%
BABA vs VSH
+153.2%
-125.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.4% | -3.2% | -0.1% |
| 7D | -4.8% | +4.1% | -8.8% | -5.9% |
| 30D | -11.9% | -4.2% | -7.7% | -11.3% |
| 3M | -9.3% | -50.0% | +40.7% | +8.7% |
| 6M | -14.2% | +80.2% | -94.4% | -34.6% |
| YTD | -22.0% | +121.1% | -143.1% | -44.9% |
| 1Y | -12.7% | +112.0% | -124.7% | -37.8% |
| 3Y | +26.7% | +22.5% | +4.1% | +3.8% |
| 5Y | -29.3% | +64.0% | -93.4% | -49.5% |
| 10Y | +21.2% | +170.4% | -149.1% | -36.8% |
| All | +28.2% | +153.2% | -125.0% | -34.4% |
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