+163.1%
ET vs BIDU
-51.3%
+214.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.2% |
| 7D | +2.5% | -4.6% | +7.1% | +3.2% |
| 30D | -2.5% | -4.5% | +2.1% | -1.9% |
| 3M | -4.9% | -25.4% | +20.5% | -1.4% |
| 6M | -0.1% | -48.1% | +48.0% | +8.6% |
| YTD | +26.2% | -40.2% | +66.4% | +33.2% |
| 1Y | +25.2% | -35.2% | +60.4% | +30.2% |
| 3Y | +84.2% | -27.1% | +111.3% | +82.5% |
| 5Y | +216.1% | -54.2% | +270.3% | +224.4% |
| All | +163.1% | -51.3% | +214.5% | +134.0% |
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 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