+246.8%
ET vs BIDU
-45.6%
+292.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.4% |
| 7D | +1.4% | -5.2% | +6.6% | +1.8% |
| 30D | +4.6% | -14.5% | +19.1% | +5.8% |
| 3M | +16.0% | -22.9% | +38.9% | +18.2% |
| 6M | +22.8% | -27.8% | +50.6% | +25.4% |
| YTD | +38.9% | -30.7% | +69.5% | +42.0% |
| 1Y | +34.1% | -15.8% | +49.9% | +33.7% |
| 3Y | +98.8% | -33.2% | +132.0% | +100.0% |
| 5Y | +246.8% | -44.8% | +291.6% | +261.2% |
| All | +246.8% | -45.6% | +292.4% | +261.2% |
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