+1,678.9%
VRT vs BABA
-36.7%
+1,715.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | +2.6% | -16.7% | -14.6% |
| 7D | -28.1% | +8.6% | -36.7% | -29.7% |
| 30D | -30.2% | -1.1% | -29.1% | -30.3% |
| 3M | -36.4% | -15.9% | -20.5% | -34.2% |
| 6M | -48.2% | -17.5% | -30.6% | -46.3% |
| YTD | +9.2% | -25.6% | +34.8% | +15.3% |
| 1Y | -7.2% | -33.8% | +26.6% | +0.6% |
| 3Y | +338.7% | +34.6% | +304.1% | +291.8% |
| 5Y | +542.8% | -27.7% | +570.5% | +522.4% |
| All | +1,678.9% | -36.7% | +1,715.7% | +1,598.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling