+267.0%
EFA vs BIDU
+1,302.3%
-1,035.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.0% | +6.4% | +0.7% |
| 7D | +1.2% | -2.4% | +3.6% | +1.6% |
| 30D | -0.7% | -15.6% | +14.9% | +2.2% |
| 3M | +6.4% | -22.3% | +28.7% | +10.9% |
| 6M | +11.4% | -22.3% | +33.6% | +15.5% |
| YTD | +14.0% | -29.2% | +43.2% | +19.7% |
| 1Y | +20.2% | -14.8% | +35.0% | +20.8% |
| 3Y | +68.2% | -31.8% | +100.0% | +71.6% |
| 5Y | +54.8% | -43.1% | +97.9% | +53.9% |
| 10Y | +142.4% | -50.6% | +193.0% | +130.3% |
| All | +267.0% | +1,302.3% | -1,035.3% | +102.6% |
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