-27.6%
BABA vs ESTC
+28.9%
-56.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +4.9% | -8.6% | -4.8% |
| 7D | +3.8% | -1.2% | +5.0% | +3.9% |
| 30D | -5.4% | -8.1% | +2.7% | -4.1% |
| 3M | -17.9% | +20.2% | -38.1% | -22.4% |
| 6M | -24.1% | +72.7% | -96.8% | -34.3% |
| YTD | -27.4% | +19.6% | -47.1% | -32.7% |
| 1Y | -36.1% | +0.3% | -36.3% | -38.4% |
| 3Y | +35.4% | +22.8% | +12.6% | +11.3% |
| 5Y | -30.1% | -50.9% | +20.8% | -33.1% |
| All | -27.6% | +28.9% | -56.5% | -51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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