-23.3%
ELF vs BIDU
-32.1%
+8.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -7.0% | +2.1% | -3.7% |
| 7D | -1.2% | -2.4% | +1.3% | -0.7% |
| 30D | +5.9% | -15.6% | +21.6% | +8.8% |
| 3M | +99.5% | -22.3% | +121.8% | +107.4% |
| 6M | +26.5% | -22.3% | +48.8% | +30.3% |
| YTD | +37.2% | -29.2% | +66.3% | +42.8% |
| 1Y | -24.4% | -14.8% | -9.6% | -24.5% |
| 3Y | -23.3% | -31.8% | +8.5% | -18.9% |
| All | -23.3% | -32.1% | +8.7% | -18.9% |
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 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