+28.2%
BABA vs VTR
+113.7%
-85.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.3% | +1.6% |
| 7D | -4.8% | -1.7% | -3.1% | -4.5% |
| 30D | -11.9% | -2.4% | -9.5% | -11.6% |
| 3M | -9.3% | +14.8% | -24.1% | -11.5% |
| 6M | -14.2% | +5.3% | -19.6% | -15.2% |
| YTD | -22.0% | +18.1% | -40.1% | -24.3% |
| 1Y | -12.7% | +36.7% | -49.4% | -17.4% |
| 3Y | +26.7% | +130.1% | -103.4% | +9.5% |
| 5Y | -29.3% | +89.5% | -118.8% | -37.7% |
| 10Y | +21.2% | +87.4% | -66.1% | +1.2% |
| All | +28.2% | +113.7% | -85.5% | +0.1% |
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 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