+33.7%
BABA vs VICR
+187.7%
-154.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.5% | -4.2% | +0.6% |
| 7D | -4.8% | +0.4% | -5.2% | -4.8% |
| 30D | -11.9% | -13.9% | +2.0% | -10.7% |
| 3M | -9.3% | -38.4% | +29.1% | -5.3% |
| 6M | -14.2% | -7.2% | -7.0% | -17.0% |
| YTD | -22.0% | +72.0% | -94.1% | -31.0% |
| 1Y | -12.7% | +263.3% | -276.0% | -31.7% |
| All | +33.7% | +187.7% | -154.0% | +5.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling