+155.6%
ECL vs BIDU
-50.6%
+206.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.6% | -2.1% |
| 7D | -2.7% | -2.4% | -0.3% | -2.5% |
| 30D | -4.3% | -16.0% | +11.7% | -2.5% |
| 3M | +3.2% | -24.0% | +27.2% | +6.2% |
| 6M | -2.9% | -24.9% | +22.0% | -0.4% |
| YTD | +4.3% | -29.6% | +33.8% | +7.4% |
| 1Y | +1.6% | -15.2% | +16.8% | +1.6% |
| 3Y | +54.3% | -32.2% | +86.4% | +55.8% |
| 5Y | +26.5% | -43.8% | +70.2% | +26.0% |
| 10Y | +155.6% | -49.5% | +205.0% | +127.0% |
| All | +155.6% | -50.6% | +206.2% | +127.0% |
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