+28.2%
BABA vs VRSK
+200.6%
-172.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.8% | +2.0% |
| 7D | -4.8% | -3.1% | -1.6% | -3.9% |
| 30D | -11.9% | -1.6% | -10.3% | -11.7% |
| 3M | -9.3% | +3.5% | -12.8% | -11.0% |
| 6M | -14.2% | -13.4% | -0.9% | -11.5% |
| YTD | -22.0% | -16.5% | -5.5% | -18.8% |
| 1Y | -12.7% | -30.6% | +17.9% | -3.2% |
| 3Y | +26.7% | -21.9% | +48.5% | +30.6% |
| 5Y | -29.3% | -6.3% | -23.1% | -34.2% |
| 10Y | +21.2% | +133.1% | -111.8% | -26.6% |
| All | +28.2% | +200.6% | -172.5% | -33.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling