+1,917.9%
VRT vs BABA
-38.3%
+1,956.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -3.7% | +13.3% | +10.5% |
| 7D | -10.6% | +3.8% | -14.4% | -11.7% |
| 30D | -17.4% | -5.4% | -12.0% | -16.7% |
| 3M | -26.4% | -17.9% | -8.5% | -23.5% |
| 6M | -41.0% | -24.1% | -16.9% | -37.8% |
| YTD | +23.8% | -27.4% | +51.3% | +31.4% |
| 1Y | +11.6% | -36.1% | +47.7% | +21.9% |
| 3Y | +403.5% | +35.4% | +368.1% | +348.6% |
| 5Y | +647.0% | -30.1% | +677.1% | +628.2% |
| All | +1,917.9% | -38.3% | +1,956.2% | +1,835.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BABA.
Daily Out/Under-Performance
Portfolio return minus BABA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BABA 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 BABA 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