+238.8%
EME vs BIDU
-34.9%
+273.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.5% |
| 7D | +0.9% | -5.2% | +6.2% | +1.7% |
| 30D | -8.4% | -14.5% | +6.1% | -6.2% |
| 3M | -3.6% | -22.9% | +19.3% | +0.1% |
| 6M | +3.6% | -27.8% | +31.4% | +8.1% |
| YTD | +22.5% | -30.7% | +53.2% | +28.6% |
| 1Y | +18.2% | -15.8% | +34.0% | +21.9% |
| All | +238.8% | -34.9% | +273.8% | +260.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling