+82.6%
ED vs BIDU
-54.4%
+137.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.4% |
| 7D | +2.1% | -4.6% | +6.6% | +2.0% |
| 30D | +10.4% | -4.5% | +14.9% | +10.3% |
| 3M | +12.5% | -25.4% | +37.9% | +11.9% |
| 6M | +14.9% | -48.1% | +63.0% | +13.6% |
| YTD | +24.8% | -40.2% | +65.0% | +23.8% |
| 1Y | +23.8% | -35.2% | +59.1% | +22.9% |
| 3Y | +51.6% | -27.1% | +78.8% | +50.6% |
| All | +82.6% | -54.4% | +137.0% | +77.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling