+14.4%
BABA vs VRSK
+125.6%
-111.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.4% |
| 7D | -2.9% | -7.7% | +4.8% | -0.8% |
| 30D | -15.1% | -2.8% | -12.3% | -14.6% |
| 3M | -5.0% | -3.7% | -1.3% | -4.9% |
| 6M | -19.9% | -12.8% | -7.2% | -17.8% |
| YTD | -25.3% | -21.0% | -4.3% | -21.0% |
| 1Y | -23.9% | -32.5% | +8.6% | -15.2% |
| 3Y | +28.1% | -26.5% | +54.6% | +34.3% |
| 5Y | -31.4% | -11.5% | -19.9% | -35.5% |
| All | +14.4% | +125.6% | -111.2% | -31.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling