+612.7%
EL vs BIDU
+1,407.1%
-794.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.1% | -1.1% | +2.2% |
| 7D | +0.8% | +2.4% | -1.6% | +0.3% |
| 30D | +19.8% | -10.5% | +30.3% | +22.2% |
| 3M | +25.7% | -26.2% | +51.9% | +32.6% |
| 6M | +5.4% | -16.4% | +21.8% | +8.1% |
| YTD | +0.2% | -23.9% | +24.1% | +4.0% |
| 1Y | +20.4% | +1.3% | +19.2% | +17.1% |
| 3Y | -32.1% | -32.1% | 0.0% | -30.1% |
| 5Y | -67.2% | -39.0% | -28.2% | -67.1% |
| 10Y | +31.7% | -44.0% | +75.8% | +26.5% |
| All | +612.7% | +1,407.1% | -794.4% | +342.1% |
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