+6.8%
BABA vs VTRS
-46.4%
+53.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | -13.8% | +4.6% | -18.3% | -14.7% |
| 30D | -15.1% | +19.4% | -34.5% | -18.8% |
| 3M | -22.7% | +30.8% | -53.5% | -27.9% |
| 6M | -34.7% | +21.6% | -56.3% | -38.1% |
| YTD | -35.0% | +71.2% | -106.2% | -43.7% |
| 1Y | -40.4% | +97.6% | -138.0% | -50.2% |
| 3Y | +21.9% | +163.9% | -141.9% | -7.5% |
| 5Y | -39.9% | +82.1% | -122.0% | -51.0% |
| 10Y | +7.9% | -31.3% | +39.1% | +0.9% |
| All | +6.8% | -46.4% | +53.3% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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