+313.8%
ELF vs BIDU
-49.5%
+363.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.1% | -2.0% | +1.3% |
| 7D | +5.4% | +2.4% | +2.9% | +4.8% |
| 30D | +27.0% | -10.5% | +37.5% | +29.4% |
| 3M | +113.2% | -26.2% | +139.4% | +125.2% |
| 6M | +36.6% | -16.4% | +53.0% | +39.9% |
| YTD | +44.2% | -23.9% | +68.1% | +49.7% |
| 1Y | -18.0% | +1.3% | -19.3% | -20.4% |
| 3Y | -19.9% | -32.1% | +12.2% | -18.1% |
| 5Y | +257.7% | -39.0% | +296.7% | +253.3% |
| All | +313.8% | -49.5% | +363.4% | +253.9% |
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 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