+100.7%
ET vs BIDU
-33.9%
+134.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.8% |
| 7D | +0.6% | -2.4% | +3.1% | +0.7% |
| 30D | +5.3% | -16.0% | +21.2% | +6.0% |
| 3M | +15.6% | -24.0% | +39.7% | +16.9% |
| 6M | +20.6% | -24.9% | +45.5% | +21.7% |
| YTD | +38.5% | -29.6% | +68.1% | +40.2% |
| 1Y | +35.7% | -15.2% | +50.9% | +34.8% |
| All | +100.7% | -33.9% | +134.6% | +102.5% |
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