+740.4%
ENB vs BIDU
+1,083.9%
-343.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.4% |
| 7D | +3.1% | -4.6% | +7.7% | +3.7% |
| 30D | +2.1% | -4.5% | +6.7% | +2.6% |
| 3M | -4.4% | -25.4% | +20.9% | -1.2% |
| 6M | -10.1% | -48.1% | +38.0% | -2.9% |
| YTD | +5.2% | -40.2% | +45.4% | +10.6% |
| 1Y | +4.2% | -35.2% | +39.5% | +8.3% |
| 3Y | +70.1% | -27.1% | +97.2% | +69.5% |
| 5Y | +59.4% | -54.2% | +113.6% | +61.9% |
| 10Y | +109.5% | -52.0% | +161.6% | +99.8% |
| All | +740.4% | +1,083.9% | -343.5% | +454.8% |
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