+11.7%
BABA vs ESI
+318.1%
-306.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.3% |
| 7D | -13.8% | +5.5% | -19.3% | -15.4% |
| 30D | -15.1% | -7.8% | -7.4% | -13.4% |
| 3M | -22.7% | -15.0% | -7.7% | -19.5% |
| 6M | -34.7% | -24.9% | -9.8% | -30.0% |
| YTD | -35.0% | +33.2% | -68.2% | -44.4% |
| 1Y | -40.4% | +24.9% | -65.4% | -47.9% |
| 3Y | +21.9% | +77.8% | -55.8% | -9.1% |
| 5Y | -39.9% | +37.1% | -77.0% | -51.8% |
| All | +11.7% | +318.1% | -306.3% | -43.3% |
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