-46.9%
BABA vs VSXY
+106.4%
-153.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +5.1% | -8.8% | -4.3% |
| 7D | +3.8% | +15.2% | -11.4% | +2.2% |
| 30D | -5.4% | +37.0% | -42.4% | -8.7% |
| 3M | -17.9% | +15.2% | -33.1% | -19.5% |
| 6M | -24.1% | +136.3% | -160.4% | -32.1% |
| YTD | -27.4% | +109.6% | -137.0% | -34.8% |
| 1Y | -36.1% | +223.7% | -259.8% | -45.7% |
| 3Y | +35.4% | +516.3% | -480.9% | -1.7% |
| 5Y | -30.1% | +125.1% | -155.2% | -40.8% |
| All | -46.9% | +106.4% | -153.3% | -55.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling