-61.2%
BIDU vs ESTC
+24.7%
-85.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | 0.0% |
| 7D | -0.8% | -2.6% | +1.8% | -0.3% |
| 30D | -5.4% | -8.6% | +3.2% | -3.6% |
| 3M | -24.7% | +14.4% | -39.1% | -28.2% |
| 6M | -45.3% | +73.3% | -118.6% | -53.4% |
| YTD | -39.0% | +15.7% | -54.7% | -43.4% |
| 1Y | -39.6% | -7.6% | -32.0% | -40.7% |
| 3Y | -24.7% | +14.6% | -39.3% | -37.9% |
| 5Y | -52.3% | -50.0% | -2.3% | -54.4% |
| All | -61.2% | +24.7% | -85.9% | -73.4% |
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