+544.1%
ETR vs BIDU
+1,407.1%
-863.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.1% | -4.5% | -0.8% |
| 7D | +1.4% | +2.4% | -1.0% | +1.2% |
| 30D | +1.0% | -10.5% | +11.5% | +1.7% |
| 3M | -1.3% | -26.2% | +25.0% | +0.8% |
| 6M | +1.9% | -16.4% | +18.3% | +2.7% |
| YTD | +18.2% | -23.9% | +42.0% | +19.8% |
| 1Y | +24.7% | +1.3% | +23.4% | +23.0% |
| 3Y | +150.7% | -32.1% | +182.8% | +152.3% |
| 5Y | +127.0% | -39.0% | +166.0% | +123.6% |
| 10Y | +295.5% | -44.0% | +339.5% | +274.4% |
| All | +544.1% | +1,407.1% | -863.0% | +322.6% |
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