+6.9%
EMB vs BIDU
-42.3%
+49.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.2% |
| 7D | 0.0% | -2.4% | +2.5% | +0.1% |
| 30D | -0.3% | -16.0% | +15.7% | +0.6% |
| 3M | -0.3% | -24.0% | +23.7% | +1.2% |
| 6M | +0.7% | -24.9% | +25.6% | +2.1% |
| YTD | +1.3% | -29.6% | +30.8% | +2.8% |
| 1Y | +4.7% | -15.2% | +19.8% | +4.7% |
| 3Y | +30.1% | -32.2% | +62.3% | +30.8% |
| 5Y | +6.9% | -43.8% | +50.6% | +4.7% |
| All | +6.9% | -42.3% | +49.1% | +4.7% |
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