+510.3%
EFX vs BIDU
+1,407.1%
-896.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +4.1% | -10.4% | -7.0% |
| 7D | -8.6% | +2.4% | -11.1% | -9.0% |
| 30D | +0.1% | -10.5% | +10.6% | +1.6% |
| 3M | +3.8% | -26.2% | +30.1% | +8.4% |
| 6M | -13.5% | -16.4% | +2.9% | -12.0% |
| YTD | -17.7% | -23.9% | +6.2% | -15.3% |
| 1Y | -25.6% | +1.3% | -26.9% | -27.6% |
| 3Y | -12.1% | -32.1% | +20.0% | -10.7% |
| 5Y | -33.8% | -39.0% | +5.2% | -34.9% |
| 10Y | +45.1% | -44.0% | +89.2% | +35.3% |
| All | +510.3% | +1,407.1% | -896.8% | +249.2% |
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