-52.5%
BABA vs VSXY
+90.2%
-142.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -4.8% | -2.3% | -6.5% |
| 7D | -12.7% | -1.6% | -11.1% | -12.5% |
| 30D | -14.9% | +17.8% | -32.7% | -16.4% |
| 3M | -24.6% | +12.5% | -37.1% | -25.9% |
| 6M | -29.3% | +124.7% | -154.1% | -36.5% |
| YTD | -35.0% | +93.2% | -128.2% | -41.1% |
| 1Y | -39.7% | +195.6% | -235.3% | -48.3% |
| 3Y | +21.2% | +434.6% | -413.5% | -10.2% |
| 5Y | -39.9% | +103.3% | -143.2% | -48.5% |
| All | -52.5% | +90.2% | -142.7% | -59.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling