-40.4%
BABA vs VICR
+70.3%
-110.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | +0.2% |
| 7D | -13.8% | +8.3% | -22.1% | -14.3% |
| 30D | -15.1% | -35.2% | +20.1% | -12.6% |
| 3M | -22.7% | -29.8% | +7.1% | -21.7% |
| 6M | -34.7% | -48.6% | +13.9% | -32.4% |
| YTD | -35.0% | +45.1% | -80.1% | -44.0% |
| 1Y | -40.4% | +79.6% | -120.0% | -51.3% |
| All | -40.4% | +70.3% | -110.7% | -51.3% |
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