+36.3%
BABA vs ESI
+67.9%
-31.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +0.8% |
| 7D | +11.6% | -8.5% | +20.2% | +13.7% |
| 30D | +2.3% | -15.7% | +17.9% | +6.1% |
| 3M | -13.7% | -18.2% | +4.5% | -10.2% |
| 6M | -21.9% | -28.8% | +6.9% | -16.5% |
| YTD | -24.6% | +26.3% | -50.9% | -34.1% |
| 1Y | -34.1% | +18.2% | -52.3% | -41.2% |
| 3Y | +36.3% | +68.1% | -31.9% | +6.0% |
| All | +36.3% | +67.9% | -31.7% | +6.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling