+347.2%
ELF vs BIDU
-59.5%
+406.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.4% |
| 7D | +6.3% | +3.6% | +2.7% | +5.6% |
| 30D | +8.5% | -6.6% | +15.1% | +10.0% |
| 3M | +24.4% | -27.2% | +51.6% | +32.1% |
| 6M | +94.7% | -43.5% | +138.2% | +115.7% |
| YTD | +55.9% | -39.0% | +94.8% | +69.0% |
| 1Y | +48.4% | -39.8% | +88.2% | +60.8% |
| 3Y | +24.6% | -24.8% | +49.4% | +24.7% |
| 5Y | +285.0% | -50.7% | +335.7% | +297.5% |
| 10Y | +357.2% | -51.2% | +408.5% | +338.3% |
| All | +347.2% | -59.5% | +406.7% | +299.3% |
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