-29.9%
BABA vs VICR
+53.8%
-83.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.0% | -0.9% |
| 7D | -0.2% | +9.8% | -10.0% | -1.6% |
| 30D | -12.3% | -12.6% | +0.3% | -10.9% |
| 3M | -5.3% | -29.7% | +24.4% | -2.1% |
| 6M | -13.1% | +18.8% | -31.9% | -19.6% |
| YTD | -22.4% | +76.4% | -98.8% | -33.7% |
| 1Y | -19.5% | +282.4% | -301.8% | -41.2% |
| 3Y | +32.9% | +206.2% | -173.2% | -5.3% |
| 5Y | -29.9% | +53.9% | -83.8% | -51.2% |
| All | -29.9% | +53.8% | -83.7% | -51.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling