+15.8%
BABA vs ESI
+323.5%
-307.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +5.1% | -8.9% | -5.4% |
| 7D | +3.8% | -3.5% | +7.3% | +4.5% |
| 30D | -5.4% | -9.3% | +3.9% | -3.0% |
| 3M | -17.9% | -12.8% | -5.1% | -15.3% |
| 6M | -24.1% | -24.6% | +0.5% | -18.8% |
| YTD | -27.4% | +32.7% | -60.2% | -37.8% |
| 1Y | -36.1% | +20.3% | -56.4% | -43.3% |
| 3Y | +35.4% | +80.2% | -44.8% | +0.4% |
| 5Y | -30.1% | +40.0% | -70.0% | -44.3% |
| 10Y | +15.8% | +310.8% | -294.9% | -41.9% |
| All | +15.8% | +323.5% | -307.6% | -41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 10y: compounded portfolio wealth divided by compounded ESI 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…
10y analysis · Full analysis span regression · 6 months rolling