+16.7%
BABA vs VTR
+85.6%
-68.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -0.2% | -2.4% | +2.2% | +0.2% |
| 30D | -12.3% | -3.7% | -8.5% | -11.8% |
| 3M | -5.3% | +13.5% | -18.8% | -7.5% |
| 6M | -13.1% | +7.2% | -20.3% | -14.3% |
| YTD | -22.4% | +17.6% | -40.0% | -24.7% |
| 1Y | -19.5% | +35.4% | -54.9% | -23.7% |
| 3Y | +32.9% | +132.8% | -99.9% | +14.5% |
| 5Y | -29.9% | +88.7% | -118.5% | -38.2% |
| 10Y | +16.7% | +87.6% | -70.9% | +1.2% |
| All | +16.7% | +85.6% | -68.9% | +1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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