+142.8%
EFA vs BIDU
-48.7%
+191.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.8% |
| 7D | -1.5% | -8.1% | +6.6% | -0.2% |
| 30D | -1.7% | -12.8% | +11.2% | +0.4% |
| 3M | +3.5% | -21.3% | +24.8% | +7.2% |
| 6M | +9.5% | -27.0% | +36.4% | +14.3% |
| YTD | +12.9% | -30.0% | +42.9% | +18.2% |
| 1Y | +18.2% | -18.3% | +36.5% | +19.5% |
| 3Y | +64.8% | -33.8% | +98.7% | +68.7% |
| 5Y | +53.9% | -44.3% | +98.2% | +54.2% |
| All | +142.8% | -48.7% | +191.4% | +118.1% |
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