-29.9%
BABA vs VTR
+91.4%
-121.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -0.2% | -2.4% | +2.2% | +0.5% |
| 30D | -12.3% | -3.7% | -8.5% | -11.4% |
| 3M | -5.3% | +13.5% | -18.8% | -9.4% |
| 6M | -13.1% | +7.2% | -20.3% | -15.3% |
| YTD | -22.4% | +17.6% | -40.0% | -26.6% |
| 1Y | -19.5% | +35.4% | -54.9% | -27.4% |
| 3Y | +32.9% | +132.8% | -99.9% | -4.1% |
| 5Y | -29.9% | +88.7% | -118.5% | -49.1% |
| All | -29.9% | +91.4% | -121.2% | -49.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling