-35.3%
BABA vs VRSK
-8.8%
-26.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.4% | +4.5% | +5.0% |
| 7D | +4.3% | +4.2% | 0.0% | +5.0% |
| 30D | -5.0% | +21.2% | -26.1% | -1.8% |
| 3M | -18.4% | +2.9% | -21.3% | -17.8% |
| 6M | -20.3% | +11.3% | -31.6% | -18.1% |
| YTD | -27.5% | -10.8% | -16.7% | -24.5% |
| 1Y | -35.3% | -9.2% | -26.2% | -32.3% |
| All | -35.3% | -8.8% | -26.5% | -32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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