+11.7%
BABA vs VICR
+978.3%
-966.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | +0.6% |
| 7D | -13.8% | +8.3% | -22.1% | -15.0% |
| 30D | -15.1% | -35.2% | +20.1% | -10.3% |
| 3M | -22.7% | -29.8% | +7.1% | -20.6% |
| 6M | -34.7% | -48.6% | +13.9% | -31.0% |
| YTD | -35.0% | +45.1% | -80.1% | -44.7% |
| 1Y | -40.4% | +79.6% | -120.0% | -51.3% |
| 3Y | +21.9% | +335.4% | -313.5% | -22.5% |
| 5Y | -39.9% | -1.0% | -38.9% | -53.5% |
| All | +11.7% | +978.3% | -966.6% | -44.6% |
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