+379.9%
EAT vs BIDU
-54.4%
+434.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.3% |
| 7D | -4.0% | -4.6% | +0.6% | -3.4% |
| 30D | -2.9% | -4.5% | +1.7% | -2.3% |
| 3M | -16.9% | -25.4% | +8.5% | -13.9% |
| 6M | +57.0% | -48.1% | +105.0% | +69.5% |
| YTD | +38.2% | -40.2% | +78.4% | +45.4% |
| 1Y | +69.3% | -35.2% | +104.5% | +75.8% |
| 3Y | +483.0% | -27.1% | +510.1% | +473.9% |
| All | +379.9% | -54.4% | +434.3% | +388.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling