+273.0%
EMR vs BIDU
-48.7%
+321.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +2.4% |
| 7D | -0.4% | -8.1% | +7.7% | +1.1% |
| 30D | -6.8% | -12.8% | +6.0% | -4.6% |
| 3M | +7.5% | -21.3% | +28.8% | +11.6% |
| 6M | +9.9% | -27.0% | +36.8% | +15.3% |
| YTD | +16.0% | -30.0% | +46.0% | +22.1% |
| 1Y | +12.4% | -18.3% | +30.7% | +14.3% |
| 3Y | +60.2% | -33.8% | +94.1% | +64.9% |
| 5Y | +67.9% | -44.3% | +112.2% | +69.2% |
| All | +273.0% | -48.7% | +321.7% | +224.5% |
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