+326.4%
EAT vs BIDU
-41.9%
+368.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -7.0% | +3.6% | -2.5% |
| 7D | -4.9% | -2.4% | -2.5% | -4.6% |
| 30D | -1.2% | -15.6% | +14.4% | +0.8% |
| 3M | +52.2% | -22.3% | +74.5% | +56.6% |
| 6M | +65.0% | -22.3% | +87.3% | +68.1% |
| YTD | +55.0% | -29.2% | +84.2% | +59.7% |
| 1Y | +42.1% | -14.8% | +56.9% | +41.2% |
| 3Y | +614.7% | -31.8% | +646.5% | +621.8% |
| All | +326.4% | -41.9% | +368.3% | +315.1% |
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