-55.0%
BIDU vs ESTC
+26.3%
-81.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -3.7% | -3.3% | -6.0% |
| 7D | -2.4% | -4.3% | +1.9% | -1.5% |
| 30D | -15.6% | +17.7% | -33.4% | -19.8% |
| 3M | -22.3% | +42.3% | -64.6% | -29.8% |
| 6M | -22.3% | +64.6% | -86.8% | -32.9% |
| YTD | -29.2% | +17.2% | -46.4% | -34.2% |
| 1Y | -14.8% | -4.2% | -10.6% | -17.2% |
| 3Y | -31.8% | +13.5% | -45.3% | -43.5% |
| 5Y | -43.1% | -45.5% | +2.4% | -46.7% |
| All | -55.0% | +26.3% | -81.3% | -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 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