+6,105.2%
EME vs BIDU
+1,294.4%
+4,810.8%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.9% | -2.3% |
| 7D | +2.7% | -2.4% | +5.2% | +3.2% |
| 30D | -6.8% | -16.0% | +9.2% | -3.5% |
| 3M | -8.8% | -24.0% | +15.2% | -3.6% |
| 6M | +5.0% | -24.9% | +29.8% | +10.6% |
| YTD | +23.5% | -29.6% | +53.1% | +31.6% |
| 1Y | +21.3% | -15.2% | +36.5% | +23.3% |
| 3Y | +241.1% | -32.2% | +273.2% | +250.9% |
| 5Y | +549.2% | -43.8% | +592.9% | +540.3% |
| 10Y | +1,306.4% | -49.5% | +1,355.9% | +1,188.6% |
| All | +6,105.2% | +1,294.4% | +4,810.8% | +2,547.7% |
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 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