+23.5%
EL vs BIDU
-49.1%
+72.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.8% | -1.9% |
| 7D | -4.4% | -5.2% | +0.9% | -3.1% |
| 30D | +10.3% | -14.5% | +24.8% | +14.3% |
| 3M | +13.4% | -22.9% | +36.2% | +20.1% |
| 6M | +3.1% | -27.8% | +30.9% | +10.0% |
| YTD | -6.9% | -30.7% | +23.8% | -0.4% |
| 1Y | +11.9% | -15.8% | +27.7% | +12.5% |
| 3Y | -33.8% | -33.2% | -0.6% | -31.5% |
| 5Y | -69.0% | -44.8% | -24.2% | -68.5% |
| All | +23.5% | -49.1% | +72.7% | +11.2% |
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