+128.5%
EEM vs BIDU
-48.7%
+177.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.0% |
| 7D | -1.3% | -8.1% | +6.9% | +1.0% |
| 30D | +2.1% | -12.8% | +14.9% | +5.6% |
| 3M | +1.0% | -21.3% | +22.3% | +7.2% |
| 6M | +15.9% | -27.0% | +42.9% | +24.9% |
| YTD | +24.6% | -30.0% | +54.7% | +35.1% |
| 1Y | +32.3% | -18.3% | +50.5% | +35.6% |
| 3Y | +85.9% | -33.8% | +119.8% | +95.3% |
| 5Y | +45.4% | -44.3% | +89.7% | +48.7% |
| All | +128.5% | -48.7% | +177.2% | +108.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling