-30.5%
BABA vs VRSK
-10.8%
-19.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.4% | -4.3% | -3.1% |
| 7D | -2.2% | -5.4% | +3.2% | -1.4% |
| 30D | -17.3% | -1.8% | -15.6% | -17.2% |
| 3M | -7.8% | -2.2% | -5.5% | -8.0% |
| 6M | -16.8% | -14.9% | -1.9% | -14.6% |
| YTD | -24.7% | -20.0% | -4.7% | -21.5% |
| 1Y | -24.9% | -33.1% | +8.2% | -17.6% |
| 3Y | +29.1% | -25.6% | +54.7% | +32.3% |
| 5Y | -30.5% | -10.1% | -20.4% | -42.7% |
| All | -30.5% | -10.8% | -19.7% | -42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling