-35.3%
BABA vs VSXY
+210.1%
-245.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +8.4% | -3.5% | +4.4% |
| 7D | +4.3% | +14.2% | -9.9% | +3.4% |
| 30D | -5.0% | +21.9% | -26.8% | -6.1% |
| 3M | -18.4% | +22.1% | -40.5% | -19.5% |
| 6M | -20.3% | +116.7% | -137.0% | -23.9% |
| YTD | -27.5% | +101.1% | -128.6% | -31.7% |
| 1Y | -35.3% | +208.0% | -243.4% | -41.0% |
| All | -35.3% | +210.1% | -245.5% | -41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 1y: compounded portfolio wealth divided by compounded VSXY 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…
1y analysis · Full analysis span regression · 6 months rolling