+77.4%
ECL vs BIDU
-23.6%
+101.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | -0.2% |
| 7D | +0.4% | +3.6% | -3.1% | +0.3% |
| 30D | +8.6% | -6.6% | +15.2% | +8.9% |
| 3M | +7.9% | -27.2% | +35.1% | +9.2% |
| 6M | +21.0% | -43.5% | +64.5% | +23.9% |
| YTD | +17.5% | -39.0% | +56.5% | +19.4% |
| 1Y | +19.7% | -39.8% | +59.4% | +21.6% |
| 3Y | +77.4% | -24.8% | +102.2% | +72.8% |
| All | +77.4% | -23.6% | +101.1% | +72.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling