-35.3%
BABA vs VICR
+76.0%
-111.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -11.1% | +16.1% | +5.7% |
| 7D | +4.3% | -26.6% | +30.9% | +6.7% |
| 30D | -5.0% | -47.9% | +43.0% | -0.4% |
| 3M | -18.4% | -29.8% | +11.4% | -17.2% |
| 6M | -20.3% | -36.6% | +16.4% | -20.0% |
| YTD | -27.5% | +45.1% | -72.6% | -34.2% |
| 1Y | -35.3% | +80.0% | -115.4% | -41.4% |
| All | -35.3% | +76.0% | -111.3% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 1y: compounded portfolio wealth divided by compounded VICR 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…
1y analysis · Full analysis span regression · 6 months rolling