+271.2%
EW vs BIDU
-51.3%
+322.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.2% |
| 7D | +4.9% | -4.6% | +9.5% | +5.7% |
| 30D | +23.9% | -4.5% | +28.5% | +24.9% |
| 3M | +15.8% | -25.4% | +41.1% | +21.1% |
| 6M | +31.7% | -48.1% | +79.7% | +45.8% |
| YTD | +25.7% | -40.2% | +65.9% | +34.7% |
| 1Y | +24.4% | -35.2% | +59.7% | +31.2% |
| 3Y | +65.9% | -27.1% | +93.0% | +65.1% |
| 5Y | -7.6% | -54.2% | +46.6% | -4.2% |
| All | +271.2% | -51.3% | +322.6% | +242.2% |
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