+632.2%
VRT vs BABA
-33.3%
+665.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.5% | -0.6% | -2.5% |
| 7D | -17.7% | +2.4% | -20.0% | -18.5% |
| 30D | -20.0% | -7.8% | -12.2% | -18.8% |
| 3M | -28.1% | -22.4% | -5.7% | -24.1% |
| 6M | -42.8% | -26.0% | -16.9% | -39.3% |
| YTD | +20.0% | -29.3% | +49.2% | +28.4% |
| 1Y | +3.5% | -37.5% | +41.0% | +14.0% |
| 3Y | +366.1% | +31.9% | +334.2% | +315.9% |
| 5Y | +632.2% | -33.4% | +665.6% | +622.6% |
| All | +632.2% | -33.3% | +665.5% | +622.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling