+706.7%
ETN vs BIDU
-48.7%
+755.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.9% | +3.1% | +3.8% |
| 7D | +3.5% | -8.1% | +11.6% | +4.9% |
| 30D | -7.5% | -12.8% | +5.3% | -5.5% |
| 3M | +8.3% | -21.3% | +29.6% | +12.3% |
| 6M | +20.2% | -27.0% | +47.1% | +25.7% |
| YTD | +34.7% | -30.0% | +64.7% | +41.4% |
| 1Y | +19.4% | -18.3% | +37.7% | +21.6% |
| 3Y | +85.5% | -33.8% | +119.3% | +90.8% |
| 5Y | +186.6% | -44.3% | +230.9% | +188.9% |
| All | +706.7% | -48.7% | +755.3% | +621.3% |
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 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