+361.8%
VRT vs BABA
+34.4%
+327.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.2% | +3.2% |
| 7D | -21.4% | +11.6% | -33.0% | -23.4% |
| 30D | -25.8% | +2.3% | -28.1% | -26.3% |
| 3M | -33.5% | -13.7% | -19.8% | -31.7% |
| 6M | -49.0% | -21.9% | -27.1% | -46.8% |
| YTD | +12.9% | -24.6% | +37.6% | +18.3% |
| 1Y | 0.0% | -34.1% | +34.1% | +7.2% |
| 3Y | +361.8% | +36.3% | +325.6% | +354.7% |
| All | +361.8% | +34.4% | +327.4% | +354.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling