+215.8%
EIX vs BIDU
+1,076.2%
-860.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +0.4% |
| 7D | -1.5% | -2.3% | +0.9% | -1.3% |
| 30D | +8.1% | -7.3% | +15.4% | +8.8% |
| 3M | -12.1% | -26.0% | +13.8% | -9.9% |
| 6M | -13.4% | -44.5% | +31.1% | -9.1% |
| YTD | +5.6% | -40.6% | +46.2% | +9.5% |
| 1Y | +7.8% | -39.8% | +47.6% | +11.6% |
| 3Y | +9.8% | -26.7% | +36.5% | +9.4% |
| 5Y | +18.8% | -54.5% | +73.3% | +20.1% |
| 10Y | +34.4% | -52.4% | +86.8% | +28.3% |
| All | +215.8% | +1,076.2% | -860.4% | +101.9% |
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 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