+318.5%
ESI vs BIDU
-51.3%
+369.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.9% |
| 7D | +5.5% | -4.6% | +10.1% | +6.8% |
| 30D | -7.8% | -4.5% | -3.2% | -6.7% |
| 3M | -15.0% | -25.4% | +10.3% | -8.7% |
| 6M | -24.9% | -48.1% | +23.2% | -11.9% |
| YTD | +33.2% | -40.2% | +73.4% | +49.2% |
| 1Y | +24.9% | -35.2% | +60.2% | +36.8% |
| 3Y | +77.8% | -27.1% | +104.9% | +81.5% |
| 5Y | +37.1% | -54.2% | +91.3% | +47.9% |
| All | +318.5% | -51.3% | +369.9% | +270.7% |
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 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