+125.2%
ETR vs BIDU
-45.6%
+170.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.2% | -1.3% |
| 7D | -1.9% | -5.2% | +3.3% | -1.9% |
| 30D | -0.2% | -14.5% | +14.3% | 0.0% |
| 3M | -3.7% | -22.9% | +19.2% | -3.5% |
| 6M | +2.1% | -27.8% | +29.9% | +2.4% |
| YTD | +16.5% | -30.7% | +47.1% | +16.9% |
| 1Y | +22.5% | -15.8% | +38.3% | +22.5% |
| 3Y | +144.7% | -33.2% | +177.9% | +144.6% |
| 5Y | +125.2% | -44.8% | +170.0% | +120.0% |
| All | +125.2% | -45.6% | +170.8% | +120.0% |
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