+1,195.4%
EAT vs BIDU
+1,407.1%
-211.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.1% | -3.5% | -0.3% |
| 7D | 0.0% | +2.4% | -2.4% | -0.5% |
| 30D | +1.9% | -10.5% | +12.4% | +4.0% |
| 3M | +68.7% | -26.2% | +94.9% | +78.3% |
| 6M | +66.9% | -16.4% | +83.3% | +70.1% |
| YTD | +60.4% | -23.9% | +84.3% | +66.2% |
| 1Y | +44.0% | +1.3% | +42.7% | +38.2% |
| 3Y | +604.7% | -32.1% | +636.8% | +611.5% |
| 5Y | +347.0% | -39.0% | +386.0% | +332.6% |
| 10Y | +390.8% | -44.0% | +434.8% | +353.0% |
| All | +1,195.4% | +1,407.1% | -211.7% | +557.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling