-55.2%
BIDU vs ESTC
+23.7%
-78.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | 0.0% |
| 7D | -2.4% | -3.3% | +0.9% | -1.7% |
| 30D | -16.0% | +13.4% | -29.4% | -19.4% |
| 3M | -24.0% | +41.3% | -65.3% | -31.3% |
| 6M | -24.9% | +62.6% | -87.5% | -35.0% |
| YTD | -29.6% | +14.8% | -44.3% | -34.2% |
| 1Y | -15.2% | -5.1% | -10.1% | -17.4% |
| 3Y | -32.2% | +11.2% | -43.3% | -43.5% |
| 5Y | -43.8% | -47.0% | +3.2% | -47.0% |
| All | -55.2% | +23.7% | -78.9% | -69.1% |
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