+18.9%
ELV vs BIDU
-44.7%
+63.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.2% |
| 7D | -2.2% | -2.4% | +0.2% | -2.1% |
| 30D | -0.2% | -16.0% | +15.8% | +0.4% |
| 3M | -6.1% | -24.0% | +17.9% | -5.2% |
| 6M | +42.8% | -24.9% | +67.7% | +44.0% |
| YTD | +14.4% | -29.6% | +43.9% | +15.4% |
| 1Y | +28.6% | -15.2% | +43.8% | +28.5% |
| 3Y | -7.4% | -32.2% | +24.8% | -7.6% |
| All | +18.9% | -44.7% | +63.7% | +22.5% |
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 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