+131.7%
EMB vs BIDU
+166.8%
-35.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.1% | -4.0% | -0.2% |
| 7D | 0.0% | +2.4% | -2.4% | -0.1% |
| 30D | -0.3% | -10.5% | +10.2% | +0.2% |
| 3M | -0.4% | -26.2% | +25.8% | +1.0% |
| 6M | +0.1% | -16.4% | +16.5% | +0.7% |
| YTD | +1.6% | -23.9% | +25.5% | +2.6% |
| 1Y | +5.6% | +1.3% | +4.3% | +4.8% |
| 3Y | +29.8% | -32.1% | +61.9% | +30.5% |
| 5Y | +7.3% | -39.0% | +46.2% | +6.5% |
| 10Y | +30.4% | -44.0% | +74.5% | +27.1% |
| All | +131.7% | +166.8% | -35.1% | +107.4% |
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 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