+14.4%
ED vs BIDU
-17.0%
+31.4%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.2% | -0.8% |
| 7D | -0.2% | -2.4% | +2.3% | -0.4% |
| 30D | +1.9% | -16.0% | +17.9% | +0.4% |
| 3M | +1.9% | -24.0% | +25.9% | -0.5% |
| 6M | -2.3% | -24.9% | +22.6% | -4.1% |
| YTD | +10.9% | -29.6% | +40.5% | +8.1% |
| All | +14.4% | -17.0% | +31.4% | +14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling