+7.4%
EMB vs BIDU
-53.5%
+60.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | -0.6% |
| 7D | -0.7% | -2.3% | +1.7% | -0.5% |
| 30D | +0.5% | -7.3% | +7.8% | +1.0% |
| 3M | -2.5% | -26.0% | +23.5% | -0.8% |
| 6M | -2.0% | -44.5% | +42.5% | +1.2% |
| YTD | -0.9% | -40.6% | +39.7% | +1.7% |
| 1Y | -0.3% | -39.8% | +39.5% | +2.1% |
| 3Y | +29.2% | -26.7% | +55.9% | +29.0% |
| 5Y | +7.4% | -54.5% | +61.9% | +6.4% |
| All | +7.4% | -53.5% | +60.9% | +6.4% |
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