+23.6%
VRT vs BABA
-41.9%
+65.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | +10.5% | -13.8% | +24.3% | +14.3% |
| 30D | -9.3% | -15.1% | +5.8% | -5.7% |
| 3M | -29.6% | -22.7% | -6.9% | -24.8% |
| 6M | -45.4% | -34.7% | -10.7% | -37.8% |
| YTD | +24.8% | -35.0% | +59.8% | +38.9% |
| 1Y | +23.6% | -40.4% | +64.0% | +42.5% |
| All | +23.6% | -41.9% | +65.5% | +42.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling