+88.3%
ESI vs BIDU
-33.9%
+122.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.1% |
| 7D | +3.9% | -2.4% | +6.4% | +4.5% |
| 30D | -3.8% | -16.0% | +12.2% | +0.1% |
| 3M | -13.1% | -24.0% | +10.9% | -7.5% |
| 6M | +11.3% | -24.9% | +36.2% | +18.1% |
| YTD | +44.1% | -29.6% | +73.7% | +54.3% |
| 1Y | +40.3% | -15.2% | +55.5% | +42.7% |
| All | +88.3% | -33.9% | +122.1% | +99.0% |
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