+972.4%
ECL vs BIDU
+1,407.1%
-434.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.1% | -4.0% | -0.5% |
| 7D | -2.6% | +2.4% | -5.0% | -2.9% |
| 30D | -2.2% | -10.5% | +8.3% | -0.8% |
| 3M | +10.1% | -26.2% | +36.3% | +14.3% |
| 6M | -5.7% | -16.4% | +10.7% | -4.2% |
| YTD | +7.0% | -23.9% | +30.8% | +9.7% |
| 1Y | +2.7% | +1.3% | +1.4% | +0.2% |
| 3Y | +57.7% | -32.1% | +89.8% | +59.6% |
| 5Y | +31.1% | -39.0% | +70.1% | +28.7% |
| 10Y | +150.9% | -44.0% | +194.9% | +133.6% |
| All | +972.4% | +1,407.1% | -434.7% | +566.5% |
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