+194.0%
EIX vs BIDU
+1,407.1%
-1,213.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.1% | -3.2% | +0.5% |
| 7D | -19.1% | +2.4% | -21.5% | -19.2% |
| 30D | -16.9% | -10.5% | -6.4% | -16.2% |
| 3M | -20.0% | -26.2% | +6.2% | -18.0% |
| 6M | -21.3% | -16.4% | -4.9% | -20.6% |
| YTD | -1.7% | -23.9% | +22.2% | -0.2% |
| 1Y | +9.6% | +1.3% | +8.3% | +7.6% |
| 3Y | -3.7% | -32.1% | +28.4% | -3.0% |
| 5Y | +22.6% | -39.0% | +61.6% | +20.5% |
| 10Y | +17.7% | -44.0% | +61.7% | +10.9% |
| All | +194.0% | +1,407.1% | -1,213.1% | +84.0% |
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 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