+32.2%
EEM vs BIDU
-54.4%
+86.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.0% | -0.5% |
| 7D | +2.7% | -4.6% | +7.2% | +3.9% |
| 30D | -5.4% | -4.5% | -0.8% | -4.3% |
| 3M | -8.6% | -25.4% | +16.7% | -2.1% |
| 6M | -8.9% | -48.1% | +39.2% | +6.4% |
| YTD | +11.9% | -40.2% | +52.1% | +25.2% |
| 1Y | +13.1% | -35.2% | +48.3% | +23.7% |
| 3Y | +70.7% | -27.1% | +97.8% | +74.3% |
| All | +32.2% | -54.4% | +86.6% | +40.2% |
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