+280.4%
EMR vs BIDU
-51.3%
+331.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.6% | -0.1% |
| 7D | +2.8% | -4.6% | +7.4% | +3.7% |
| 30D | +3.7% | -4.5% | +8.2% | +4.5% |
| 3M | +2.0% | -25.4% | +27.4% | +7.2% |
| 6M | +22.1% | -48.1% | +70.2% | +36.5% |
| YTD | +27.2% | -40.2% | +67.4% | +37.8% |
| 1Y | +32.0% | -35.2% | +67.3% | +40.6% |
| 3Y | +103.3% | -27.1% | +130.4% | +105.7% |
| 5Y | +88.2% | -54.2% | +142.4% | +97.6% |
| All | +280.4% | -51.3% | +331.7% | +231.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling