-13.4%
EIX vs BIDU
-45.4%
+32.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | -0.2% |
| 7D | -1.5% | -2.3% | +0.9% | -1.7% |
| 30D | +8.1% | -7.3% | +15.4% | +7.1% |
| 3M | -12.1% | -26.0% | +13.8% | -15.9% |
| 6M | -13.4% | -44.5% | +31.1% | -17.9% |
| All | -13.4% | -45.4% | +32.0% | -17.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling