+30.4%
EMB vs BIDU
-32.1%
+62.4%
-5.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.0% | +6.8% | +0.2% |
| 7D | +0.3% | -2.4% | +2.7% | +0.4% |
| 30D | -0.5% | -15.6% | +15.2% | +0.2% |
| 3M | +0.3% | -22.3% | +22.6% | +1.4% |
| 6M | +1.2% | -22.3% | +23.4% | +2.0% |
| YTD | +1.5% | -29.2% | +30.6% | +2.6% |
| 1Y | +4.8% | -14.8% | +19.6% | +4.7% |
| 3Y | +30.4% | -31.8% | +62.1% | +32.0% |
| All | +30.4% | -32.1% | +62.4% | +32.0% |
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