+11.7%
BABA vs VXUS
+146.4%
-134.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.9% | -6.1% | -5.9% |
| 7D | -12.7% | +2.3% | -15.0% | -15.3% |
| 30D | -14.9% | -2.2% | -12.7% | -12.8% |
| 3M | -24.6% | -5.4% | -19.2% | -19.6% |
| 6M | -29.3% | -1.2% | -28.1% | -29.2% |
| YTD | -35.0% | +10.4% | -45.4% | -43.8% |
| 1Y | -39.7% | +11.8% | -51.5% | -48.8% |
| 3Y | +21.2% | +68.4% | -47.2% | -38.5% |
| 5Y | -39.9% | +45.9% | -85.7% | -62.6% |
| All | +11.7% | +146.4% | -134.7% | -54.2% |
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