+16.3%
BABA vs VTR
+115.2%
-98.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.5% | -2.7% |
| 7D | +2.4% | +3.8% | -1.4% | +1.8% |
| 30D | -7.8% | +10.1% | -17.9% | -9.1% |
| 3M | -22.4% | -1.2% | -21.2% | -22.3% |
| 6M | -26.0% | +4.8% | -30.7% | -26.8% |
| YTD | -29.3% | +18.9% | -48.2% | -31.5% |
| 1Y | -37.5% | +21.8% | -59.4% | -39.7% |
| 3Y | +31.9% | +132.0% | -100.1% | +13.9% |
| 5Y | -33.4% | +94.7% | -128.1% | -41.5% |
| 10Y | +15.7% | +136.8% | -121.1% | -7.1% |
| All | +16.3% | +115.2% | -98.9% | -9.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling