+28.2%
BABA vs VICR
+1,976.5%
-1,948.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.5% | -4.2% | +0.4% |
| 7D | -4.8% | +0.4% | -5.2% | -4.9% |
| 30D | -11.9% | -13.9% | +2.0% | -10.2% |
| 3M | -9.3% | -38.4% | +29.1% | -3.8% |
| 6M | -14.2% | -7.2% | -7.0% | -17.6% |
| YTD | -22.0% | +72.0% | -94.1% | -33.5% |
| 1Y | -12.7% | +263.3% | -276.0% | -36.3% |
| 3Y | +26.7% | +173.3% | -146.6% | -8.9% |
| 5Y | -29.3% | +47.3% | -76.6% | -47.6% |
| 10Y | +21.2% | +1,495.2% | -1,473.9% | -43.9% |
| All | +28.2% | +1,976.5% | -1,948.4% | -44.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling