+76.9%
ENB vs BIDU
-33.9%
+110.8%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | -0.3% | -2.4% | +2.1% | -0.3% |
| 30D | -1.1% | -16.0% | +14.9% | -0.6% |
| 3M | -8.5% | -24.0% | +15.5% | -7.7% |
| 6M | -4.5% | -24.9% | +20.3% | -3.8% |
| YTD | +9.1% | -29.6% | +38.7% | +10.1% |
| 1Y | +8.0% | -15.2% | +23.1% | +7.3% |
| All | +76.9% | -33.9% | +110.8% | +83.1% |
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