+1,078.3%
ECL vs BIDU
+1,107.7%
-29.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | 0.0% |
| 7D | +0.4% | +3.6% | -3.1% | -0.1% |
| 30D | +8.6% | -6.6% | +15.2% | +9.6% |
| 3M | +7.9% | -27.2% | +35.1% | +12.4% |
| 6M | +21.0% | -43.5% | +64.5% | +30.1% |
| YTD | +17.5% | -39.0% | +56.5% | +24.1% |
| 1Y | +19.7% | -39.8% | +59.4% | +26.3% |
| 3Y | +77.4% | -24.8% | +102.2% | +76.3% |
| 5Y | +38.7% | -50.7% | +89.4% | +40.4% |
| 10Y | +193.5% | -51.2% | +244.7% | +178.3% |
| All | +1,078.3% | +1,107.7% | -29.4% | +654.4% |
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