+34.5%
BABA vs ESTC
+15.4%
+19.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -6.1% | +8.8% | +3.0% |
| 7D | +8.6% | -18.5% | +27.1% | +10.0% |
| 30D | -1.1% | -11.0% | +9.9% | -0.5% |
| 3M | -15.9% | +20.8% | -36.7% | -17.3% |
| 6M | -17.5% | +67.9% | -85.4% | -20.6% |
| YTD | -25.6% | +11.6% | -37.2% | -26.8% |
| 1Y | -33.8% | -3.3% | -30.6% | -34.5% |
| All | +34.5% | +15.4% | +19.1% | +31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling