+446.7%
ED vs BIDU
+1,407.1%
-960.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.1% | -5.4% | -1.5% |
| 7D | -0.2% | +2.4% | -2.6% | -0.3% |
| 30D | -0.1% | -10.5% | +10.3% | +0.2% |
| 3M | +3.9% | -26.2% | +30.1% | +4.9% |
| 6M | -3.0% | -16.4% | +13.4% | -2.7% |
| YTD | +10.7% | -23.9% | +34.6% | +11.3% |
| 1Y | +13.3% | +1.3% | +12.1% | +12.4% |
| 3Y | +34.5% | -32.1% | +66.6% | +34.8% |
| 5Y | +67.1% | -39.0% | +106.1% | +65.7% |
| 10Y | +103.0% | -44.0% | +147.1% | +96.3% |
| All | +446.7% | +1,407.1% | -960.5% | +308.4% |
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