+2,056.2%
ETN vs BIDU
+1,294.4%
+761.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.1% | -1.5% |
| 7D | +6.2% | -2.4% | +8.7% | +6.7% |
| 30D | -6.7% | -16.0% | +9.3% | -3.7% |
| 3M | +3.6% | -24.0% | +27.6% | +8.9% |
| 6M | +18.3% | -24.9% | +43.2% | +24.1% |
| YTD | +31.5% | -29.6% | +61.0% | +39.0% |
| 1Y | +20.6% | -15.2% | +35.7% | +22.0% |
| 3Y | +82.5% | -32.2% | +114.7% | +87.5% |
| 5Y | +177.8% | -43.8% | +221.5% | +176.2% |
| 10Y | +705.0% | -49.5% | +754.5% | +653.2% |
| All | +2,056.2% | +1,294.4% | +761.8% | +1,039.9% |
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