+23.9%
BABA vs ESI
+25.2%
-1.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +0.8% |
| 7D | +11.6% | -8.5% | +20.2% | +14.0% |
| 30D | +2.3% | -15.7% | +17.9% | +6.6% |
| 3M | -13.7% | -18.2% | +4.5% | -9.8% |
| 6M | -21.9% | -28.8% | +6.9% | -16.1% |
| YTD | -24.6% | +26.3% | -50.9% | -32.1% |
| 1Y | -34.1% | +18.2% | -52.3% | -39.6% |
| 3Y | +36.3% | +68.1% | -31.9% | +10.9% |
| 5Y | -26.7% | +28.8% | -55.5% | -36.7% |
| 10Y | +19.2% | +329.8% | -310.6% | -25.6% |
| All | +23.9% | +25.2% | -1.4% | -5.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling