-68.4%
EL vs BIDU
-42.3%
-26.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.7% |
| 7D | -2.4% | -2.4% | +0.1% | -1.8% |
| 30D | +13.7% | -16.0% | +29.6% | +18.3% |
| 3M | +14.5% | -24.0% | +38.5% | +21.9% |
| 6M | +7.4% | -24.9% | +32.3% | +13.6% |
| YTD | -4.7% | -29.6% | +24.9% | +1.6% |
| 1Y | +12.9% | -15.2% | +28.1% | +12.9% |
| 3Y | -32.2% | -32.2% | -0.1% | -30.5% |
| 5Y | -68.4% | -43.8% | -24.6% | -69.7% |
| All | -68.4% | -42.3% | -26.1% | -69.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling