-44.9%
BABA vs VSXY
+37.7%
-82.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.5% | +0.6% | -2.5% |
| 7D | -2.2% | -10.7% | +8.6% | -1.1% |
| 30D | -17.3% | -24.3% | +6.9% | -14.9% |
| 3M | -7.8% | +1.0% | -8.8% | -8.2% |
| 6M | -16.8% | +57.4% | -74.1% | -22.1% |
| YTD | -24.7% | +39.8% | -64.5% | -29.1% |
| 1Y | -24.9% | +196.5% | -221.4% | -35.8% |
| 3Y | +29.1% | +357.2% | -328.1% | -4.4% |
| 5Y | -30.5% | +18.9% | -49.4% | -38.0% |
| All | -44.9% | +37.7% | -82.6% | -51.4% |
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