-43.0%
BABA vs VSXY
+37.4%
-80.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | +1.0% |
| 7D | -4.8% | -14.0% | +9.2% | -3.3% |
| 30D | -11.9% | -15.9% | +4.0% | -10.3% |
| 3M | -9.3% | +3.4% | -12.7% | -9.9% |
| 6M | -14.2% | +25.9% | -40.2% | -17.8% |
| YTD | -22.0% | +39.5% | -61.5% | -26.5% |
| 1Y | -12.7% | +194.4% | -207.1% | -25.3% |
| 3Y | +26.7% | +281.4% | -254.8% | -3.0% |
| 5Y | -29.3% | +12.8% | -42.1% | -36.9% |
| All | -43.0% | +37.4% | -80.4% | -49.6% |
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 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