+15.7%
BABA vs VXUS
+140.9%
-125.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.9% | -1.7% |
| 7D | +2.4% | +0.5% | +1.9% | +1.2% |
| 30D | -7.8% | -2.5% | -5.2% | -5.1% |
| 3M | -22.4% | -4.6% | -17.7% | -18.1% |
| 6M | -26.0% | -2.6% | -23.4% | -24.5% |
| YTD | -29.3% | +10.4% | -39.7% | -38.9% |
| 1Y | -37.5% | +12.9% | -50.4% | -47.7% |
| 3Y | +31.9% | +68.4% | -36.5% | -33.1% |
| 5Y | -33.4% | +47.7% | -81.1% | -59.1% |
| 10Y | +15.7% | +142.2% | -126.5% | -53.7% |
| All | +15.7% | +140.9% | -125.2% | -53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 VXUS 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