-62.0%
BIDU vs ESTC
+25.9%
-87.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.9% |
| 7D | -4.6% | +2.4% | -7.0% | -5.2% |
| 30D | -4.5% | -4.2% | -0.3% | -3.9% |
| 3M | -25.4% | +2.5% | -27.8% | -26.7% |
| 6M | -48.1% | +81.5% | -129.6% | -56.2% |
| YTD | -40.2% | +16.8% | -57.0% | -44.7% |
| 1Y | -35.2% | -3.5% | -31.8% | -37.2% |
| 3Y | -27.1% | +17.7% | -44.8% | -40.4% |
| 5Y | -54.2% | -51.7% | -2.4% | -55.7% |
| All | -62.0% | +25.9% | -87.9% | -74.0% |
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