+23.9%
BABA vs VICR
+1,517.6%
-1,493.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +8.7% | -7.4% | -0.1% |
| 7D | +11.6% | -23.1% | +34.8% | +15.7% |
| 30D | +2.3% | -48.1% | +50.3% | +12.1% |
| 3M | -13.7% | -32.8% | +19.2% | -10.6% |
| 6M | -21.9% | -47.6% | +25.7% | -18.2% |
| YTD | -24.6% | +34.0% | -58.7% | -34.8% |
| 1Y | -34.1% | +65.0% | -99.1% | -45.2% |
| 3Y | +36.3% | +277.1% | -240.8% | -10.1% |
| 5Y | -26.7% | -5.3% | -21.4% | -42.7% |
| 10Y | +19.2% | +1,075.0% | -1,055.8% | -43.4% |
| All | +23.9% | +1,517.6% | -1,493.7% | -45.6% |
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 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