+1,333.5%
ET vs BIDU
+1,483.3%
-149.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | +0.3% |
| 7D | +3.0% | -2.3% | +5.4% | +3.4% |
| 30D | -3.5% | -7.3% | +3.8% | -2.4% |
| 3M | -5.6% | -26.0% | +20.3% | -1.4% |
| 6M | +0.5% | -44.5% | +45.0% | +9.6% |
| YTD | +26.3% | -40.6% | +66.9% | +34.9% |
| 1Y | +25.7% | -39.8% | +65.5% | +33.5% |
| 3Y | +85.1% | -26.7% | +111.8% | +83.8% |
| 5Y | +216.4% | -54.5% | +270.9% | +222.8% |
| 10Y | +160.9% | -52.4% | +213.3% | +144.9% |
| All | +1,333.5% | +1,483.3% | -149.8% | +804.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling