+16.0%
BABA vs ESI
+323.9%
-307.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.0% | -5.1% | -2.5% |
| 7D | -3.6% | +1.8% | -5.4% | -4.5% |
| 30D | -8.4% | -6.6% | -1.8% | -7.0% |
| 3M | -20.6% | -9.4% | -11.2% | -19.1% |
| 6M | -25.4% | -24.1% | -1.3% | -20.3% |
| YTD | -30.1% | +37.1% | -67.2% | -40.7% |
| 1Y | -36.3% | +24.5% | -60.8% | -44.2% |
| 3Y | +30.4% | +83.2% | -52.8% | -3.8% |
| 5Y | -35.7% | +44.0% | -79.7% | -49.3% |
| 10Y | +16.0% | +332.8% | -316.8% | -41.9% |
| All | +16.0% | +323.9% | -307.9% | -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