-55.9%
BIDU vs ESTC
+19.3%
-75.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.6% | +2.0% | -0.7% |
| 7D | -5.2% | -13.2% | +7.9% | -1.9% |
| 30D | -14.5% | +9.3% | -23.8% | -17.2% |
| 3M | -22.9% | +37.3% | -60.2% | -29.8% |
| 6M | -27.8% | +61.0% | -88.8% | -37.4% |
| YTD | -30.7% | +10.7% | -41.3% | -34.7% |
| 1Y | -15.8% | -7.2% | -8.6% | -17.6% |
| 3Y | -33.2% | +7.2% | -40.4% | -43.9% |
| 5Y | -44.8% | -47.7% | +2.9% | -47.8% |
| All | -55.9% | +19.3% | -75.2% | -69.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling