+307.9%
EEM vs BIDU
+1,407.1%
-1,099.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.1% | -2.2% | +0.7% |
| 7D | +2.3% | +2.4% | -0.1% | +1.6% |
| 30D | +4.5% | -10.5% | +15.0% | +7.5% |
| 3M | -0.1% | -26.2% | +26.1% | +8.1% |
| 6M | +16.9% | -16.4% | +33.3% | +21.6% |
| YTD | +26.2% | -23.9% | +50.1% | +33.9% |
| 1Y | +40.5% | +1.3% | +39.2% | +35.8% |
| 3Y | +86.2% | -32.1% | +118.3% | +94.5% |
| 5Y | +45.5% | -39.0% | +84.4% | +44.9% |
| 10Y | +128.6% | -44.0% | +172.7% | +114.8% |
| All | +307.9% | +1,407.1% | -1,099.2% | +72.9% |
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