+24.0%
EIX vs BIDU
-42.3%
+66.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -3.2% |
| 7D | +4.1% | -2.4% | +6.5% | +4.1% |
| 30D | -15.3% | -16.0% | +0.6% | -14.8% |
| 3M | -18.4% | -24.0% | +5.6% | -17.7% |
| 6M | -16.8% | -24.9% | +8.0% | -16.2% |
| YTD | -0.6% | -29.6% | +29.0% | +0.4% |
| 1Y | +10.7% | -15.2% | +25.8% | +10.2% |
| 3Y | -4.5% | -32.2% | +27.7% | -4.8% |
| 5Y | +24.0% | -43.8% | +67.8% | +20.8% |
| All | +24.0% | -42.3% | +66.3% | +20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling