-13.0%
EFX vs BIDU
-33.9%
+20.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -2.0% |
| 7D | -9.4% | -2.4% | -6.9% | -9.2% |
| 30D | -6.9% | -16.0% | +9.1% | -5.4% |
| 3M | +0.1% | -24.0% | +24.1% | +2.8% |
| 6M | -17.3% | -24.9% | +7.5% | -15.6% |
| YTD | -21.8% | -29.6% | +7.7% | -19.7% |
| 1Y | -32.5% | -15.2% | -17.4% | -33.3% |
| All | -13.0% | -33.9% | +20.9% | -10.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling