+18.0%
EIX vs BIDU
-48.7%
+66.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.4% |
| 7D | -1.4% | -8.1% | +6.8% | -0.9% |
| 30D | -19.3% | -12.8% | -6.5% | -18.7% |
| 3M | -21.7% | -21.3% | -0.4% | -20.6% |
| 6M | -19.8% | -27.0% | +7.1% | -18.6% |
| YTD | -3.0% | -30.0% | +27.0% | -1.4% |
| 1Y | +5.1% | -18.3% | +23.4% | +5.1% |
| 3Y | -7.0% | -33.8% | +26.9% | -6.6% |
| 5Y | +22.0% | -44.3% | +66.3% | +21.2% |
| All | +18.0% | -48.7% | +66.7% | +1.0% |
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