+125.6%
EMB vs BIDU
+109.6%
+16.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.3% |
| 7D | -0.9% | -4.6% | +3.7% | -0.7% |
| 30D | +0.4% | -4.5% | +4.9% | +0.6% |
| 3M | -3.1% | -25.4% | +22.2% | -1.8% |
| 6M | -2.1% | -48.1% | +46.0% | +1.0% |
| YTD | -1.1% | -40.2% | +39.1% | +1.0% |
| 1Y | -0.1% | -35.2% | +35.2% | +1.6% |
| 3Y | +29.6% | -27.1% | +56.7% | +29.7% |
| 5Y | +7.2% | -54.2% | +61.4% | +8.0% |
| 10Y | +35.5% | -52.0% | +87.5% | +33.2% |
| All | +125.6% | +109.6% | +16.0% | +104.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling