-30.2%
EL vs BIDU
-32.1%
+1.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.0% | +4.9% | -0.5% |
| 7D | +1.7% | -2.4% | +4.1% | +2.2% |
| 30D | +15.5% | -15.6% | +31.1% | +19.7% |
| 3M | +20.6% | -22.3% | +42.8% | +27.1% |
| 6M | +10.5% | -22.3% | +32.7% | +15.1% |
| YTD | -1.9% | -29.2% | +27.3% | +3.6% |
| 1Y | +16.1% | -14.8% | +30.9% | +14.3% |
| 3Y | -30.2% | -31.8% | +1.6% | -29.6% |
| All | -30.2% | -32.1% | +1.8% | -29.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling