+125.6%
EW vs BIDU
-50.6%
+176.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | -0.1% | -0.5% |
| 7D | -5.1% | -2.4% | -2.7% | -4.7% |
| 30D | -6.4% | -16.0% | +9.6% | -3.8% |
| 3M | -1.6% | -24.0% | +22.5% | +2.7% |
| 6M | +2.3% | -24.9% | +27.1% | +6.2% |
| YTD | +1.1% | -29.6% | +30.7% | +5.6% |
| 1Y | +8.0% | -15.2% | +23.2% | +8.0% |
| 3Y | +16.3% | -32.2% | +48.5% | +18.1% |
| 5Y | -29.4% | -43.8% | +14.4% | -29.6% |
| 10Y | +125.6% | -49.5% | +175.1% | +99.1% |
| All | +125.6% | -50.6% | +176.3% | +99.1% |
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