-28.7%
ETHA vs BIDU
+2.4%
-31.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -7.0% | +8.0% | +3.3% |
| 7D | +2.7% | -2.4% | +5.1% | +3.3% |
| 30D | +29.4% | -15.6% | +45.0% | +35.8% |
| 3M | +47.2% | -22.3% | +69.5% | +58.1% |
| 6M | +25.4% | -22.3% | +47.6% | +33.2% |
| YTD | -16.5% | -29.2% | +12.6% | -8.4% |
| 1Y | -42.3% | -14.8% | -27.5% | -40.8% |
| All | -28.7% | +2.4% | -31.0% | -39.3% |
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