+11.7%
VRT vs BABA
-15.3%
+27.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.3% | +3.1% | +4.0% |
| 7D | +9.1% | -4.8% | +13.9% | +10.5% |
| 30D | +0.9% | -11.9% | +12.8% | +4.2% |
| 3M | -13.4% | -9.3% | -4.1% | -10.9% |
| 6M | +11.7% | -14.2% | +25.9% | +13.8% |
| All | +11.7% | -15.3% | +27.0% | +13.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling