-40.4%
BABA vs VRSK
-1.3%
-39.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | +0.1% |
| 7D | -13.8% | +1.6% | -15.3% | -13.6% |
| 30D | -15.1% | +15.1% | -30.2% | -13.2% |
| 3M | -22.7% | +12.1% | -34.8% | -21.2% |
| 6M | -34.7% | +29.4% | -64.1% | -31.5% |
| YTD | -35.0% | -6.4% | -28.7% | -31.8% |
| 1Y | -40.4% | -3.6% | -36.8% | -37.1% |
| All | -40.4% | -1.3% | -39.1% | -37.1% |
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