+45.0%
EEM vs BIDU
-44.1%
+89.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.0% |
| 7D | -1.3% | -8.1% | +6.9% | +0.8% |
| 30D | +2.1% | -12.8% | +14.9% | +5.3% |
| 3M | +1.0% | -21.3% | +22.3% | +6.7% |
| 6M | +15.9% | -27.0% | +42.9% | +24.1% |
| YTD | +24.6% | -30.0% | +54.7% | +34.2% |
| 1Y | +32.3% | -18.3% | +50.5% | +35.5% |
| 3Y | +85.9% | -33.8% | +119.8% | +94.3% |
| All | +45.0% | -44.1% | +89.0% | +48.0% |
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