+367.4%
EAT vs BIDU
-48.7%
+416.1%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.2% |
| 7D | -7.7% | -8.1% | +0.4% | -6.0% |
| 30D | -13.6% | -12.8% | -0.8% | -11.1% |
| 3M | +33.9% | -21.3% | +55.2% | +40.3% |
| 6M | +47.2% | -27.0% | +74.2% | +54.7% |
| YTD | +48.1% | -30.0% | +78.1% | +56.5% |
| 1Y | +33.7% | -18.3% | +51.9% | +34.0% |
| 3Y | +595.8% | -33.8% | +629.6% | +606.7% |
| 5Y | +314.4% | -44.3% | +358.7% | +306.5% |
| All | +367.4% | -48.7% | +416.1% | +261.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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