+16.7%
BABA vs VICR
+1,508.7%
-1,492.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.9% | +2.0% | -2.1% |
| 7D | -2.2% | +1.3% | -3.4% | -2.4% |
| 30D | -17.3% | -11.9% | -5.4% | -16.0% |
| 3M | -7.8% | -35.1% | +27.4% | -2.9% |
| 6M | -16.8% | +8.1% | -24.9% | -22.1% |
| YTD | -24.7% | +67.8% | -92.4% | -35.7% |
| 1Y | -24.9% | +267.3% | -292.2% | -45.7% |
| 3Y | +29.1% | +191.2% | -162.1% | -9.0% |
| 5Y | -30.5% | +48.1% | -78.6% | -48.9% |
| 10Y | +16.7% | +1,546.1% | -1,529.4% | -47.7% |
| All | +16.7% | +1,508.7% | -1,492.0% | -47.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling