-2.1%
EME vs BIDU
-34.6%
+32.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +4.5% | -14.1% | -10.8% |
| 7D | -5.8% | +1.2% | -7.0% | -6.2% |
| 30D | -17.9% | -7.5% | -10.4% | -16.2% |
| 3M | -22.0% | -28.6% | +6.6% | -14.7% |
| 6M | -29.7% | -36.9% | +7.2% | -21.5% |
| YTD | +4.7% | -38.4% | +43.2% | +17.0% |
| 1Y | -2.1% | -35.7% | +33.5% | +8.3% |
| All | -2.1% | -34.6% | +32.5% | +8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling