-24.8%
BABA vs ESTC
+23.0%
-47.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -1.0% | +0.8% |
| 7D | +11.6% | -11.5% | +23.2% | +14.4% |
| 30D | +2.3% | -7.5% | +9.8% | +3.6% |
| 3M | -13.7% | +23.1% | -36.7% | -18.9% |
| 6M | -21.9% | +75.3% | -97.2% | -32.7% |
| YTD | -24.6% | +14.1% | -38.7% | -29.3% |
| 1Y | -34.1% | -0.6% | -33.5% | -36.5% |
| 3Y | +36.3% | +20.8% | +15.4% | +12.2% |
| 5Y | -26.7% | -48.8% | +22.0% | -30.7% |
| All | -24.8% | +23.0% | -47.8% | -48.7% |
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