+905.2%
VRT vs BABA
-30.9%
+936.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.3% | +3.1% | +4.0% |
| 7D | +9.1% | -4.8% | +13.9% | +10.4% |
| 30D | +0.9% | -11.9% | +12.8% | +3.7% |
| 3M | -13.4% | -9.3% | -4.1% | -11.8% |
| 6M | +11.7% | -14.2% | +25.9% | +14.9% |
| YTD | +73.2% | -22.0% | +95.3% | +81.8% |
| 1Y | +123.4% | -12.7% | +136.1% | +128.0% |
| 3Y | +606.2% | +26.7% | +579.5% | +541.3% |
| All | +905.2% | -30.9% | +936.1% | +847.7% |
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 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