-36.4%
VRT vs BABA
-17.3%
-19.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | +2.6% | -16.7% | -13.4% |
| 7D | -28.1% | +8.6% | -36.7% | -27.2% |
| 30D | -30.2% | -1.1% | -29.1% | -29.0% |
| 3M | -36.4% | -15.9% | -20.5% | -38.1% |
| All | -36.4% | -17.3% | -19.1% | -38.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling