+39.7%
EFX vs BIDU
-48.7%
+88.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.4% |
| 7D | -4.5% | -8.1% | +3.6% | -3.4% |
| 30D | -6.1% | -12.8% | +6.7% | -4.5% |
| 3M | +6.2% | -21.3% | +27.5% | +9.4% |
| 6M | -11.2% | -27.0% | +15.8% | -8.1% |
| YTD | -21.4% | -30.0% | +8.6% | -18.4% |
| 1Y | -34.3% | -18.3% | -16.1% | -34.0% |
| 3Y | -12.5% | -33.8% | +21.3% | -11.2% |
| 5Y | -35.6% | -44.3% | +8.7% | -35.8% |
| All | +39.7% | -48.7% | +88.3% | +24.4% |
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