+651.0%
BIDU vs EFV
+253.2%
+397.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | +0.3% |
| 7D | -2.4% | -0.5% | -1.9% | -1.9% |
| 30D | -16.0% | 0.0% | -16.0% | -15.9% |
| 3M | -24.0% | +8.4% | -32.4% | -29.9% |
| 6M | -24.9% | +12.3% | -37.2% | -32.7% |
| YTD | -29.6% | +17.4% | -47.0% | -39.6% |
| 1Y | -15.2% | +27.1% | -42.3% | -32.6% |
| 3Y | -32.2% | +90.7% | -122.9% | -63.3% |
| 5Y | -43.8% | +95.6% | -139.4% | -69.5% |
| 10Y | -49.5% | +165.3% | -214.8% | -79.3% |
| All | +651.0% | +253.2% | +397.9% | +166.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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