-2.0%
ELV vs BIDU
-34.3%
+32.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.5% |
| 7D | +3.2% | -8.1% | +11.3% | +3.6% |
| 30D | +5.4% | -12.8% | +18.2% | +6.0% |
| 3M | +5.4% | -21.3% | +26.6% | +6.6% |
| 6M | +45.7% | -27.0% | +72.7% | +47.6% |
| YTD | +21.2% | -30.0% | +51.2% | +22.7% |
| 1Y | +35.6% | -18.3% | +53.9% | +35.1% |
| 3Y | -2.0% | -33.8% | +31.8% | -3.5% |
| All | -2.0% | -34.3% | +32.3% | -3.5% |
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