+284.8%
ELF vs BIDU
-49.5%
+334.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.8% | +3.0% |
| 7D | +7.8% | +5.4% | +2.5% | +6.8% |
| 30D | +9.3% | -5.0% | +14.3% | +10.3% |
| 3M | +21.2% | -26.1% | +47.3% | +27.7% |
| 6M | +96.1% | -42.6% | +138.7% | +114.8% |
| YTD | +57.0% | -38.0% | +94.9% | +68.5% |
| 1Y | +61.9% | -35.7% | +97.5% | +72.2% |
| 3Y | +20.0% | -22.9% | +43.0% | +19.3% |
| 5Y | +284.8% | -49.9% | +334.6% | +302.6% |
| All | +284.8% | -49.5% | +334.3% | +302.6% |
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 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