-39.8%
BABA vs ESI
+36.5%
-76.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.3% |
| 7D | -13.8% | +5.5% | -19.3% | -15.5% |
| 30D | -15.1% | -7.8% | -7.4% | -13.2% |
| 3M | -22.7% | -15.0% | -7.7% | -19.1% |
| 6M | -34.7% | -24.9% | -9.8% | -29.4% |
| YTD | -35.0% | +33.2% | -68.2% | -47.0% |
| 1Y | -40.4% | +24.9% | -65.4% | -50.0% |
| 3Y | +21.9% | +77.8% | -55.8% | -20.2% |
| All | -39.8% | +36.5% | -76.3% | -54.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling