-31.8%
BIDU vs ESTC
+11.7%
-43.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -3.7% | -3.3% | -6.6% |
| 7D | -2.4% | -4.3% | +1.9% | -2.1% |
| 30D | -15.6% | +17.7% | -33.4% | -17.1% |
| 3M | -22.3% | +42.3% | -64.6% | -25.0% |
| 6M | -22.3% | +64.6% | -86.8% | -25.9% |
| YTD | -29.2% | +17.2% | -46.4% | -30.9% |
| 1Y | -14.8% | -4.2% | -10.6% | -15.6% |
| 3Y | -31.8% | +13.5% | -45.3% | -33.9% |
| All | -31.8% | +11.7% | -43.5% | -33.9% |
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