+68.6%
ESI vs BIDU
-45.6%
+114.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.6% | -2.9% | -4.2% |
| 7D | -2.3% | -5.2% | +2.9% | -1.3% |
| 30D | -9.0% | -14.5% | +5.5% | -6.2% |
| 3M | -13.3% | -22.9% | +9.6% | -8.8% |
| 6M | +5.3% | -27.8% | +33.1% | +11.7% |
| YTD | +37.6% | -30.7% | +68.3% | +46.6% |
| 1Y | +33.6% | -15.8% | +49.4% | +36.1% |
| 3Y | +75.8% | -33.2% | +109.0% | +81.8% |
| 5Y | +68.6% | -44.8% | +113.4% | +69.8% |
| All | +68.6% | -45.6% | +114.2% | +69.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling