-22.2%
BABA vs ESTC
+31.2%
-53.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.5% | +5.8% | +2.3% |
| 7D | -4.8% | -8.1% | +3.3% | -3.1% |
| 30D | -11.9% | +31.7% | -43.6% | -17.9% |
| 3M | -9.3% | +41.1% | -50.3% | -16.9% |
| 6M | -14.2% | +77.1% | -91.3% | -26.2% |
| YTD | -22.0% | +21.7% | -43.7% | -27.5% |
| 1Y | -12.7% | +8.4% | -21.1% | -17.3% |
| 3Y | +26.7% | +23.6% | +3.0% | +4.4% |
| 5Y | -29.3% | -46.5% | +17.1% | -33.5% |
| All | -22.2% | +31.2% | -53.3% | -47.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling