+17.1%
EW vs BIDU
-32.1%
+49.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -7.0% | +3.4% | -3.0% |
| 7D | -4.4% | -2.4% | -2.0% | -4.2% |
| 30D | -3.3% | -15.6% | +12.3% | -2.2% |
| 3M | +1.0% | -22.3% | +23.3% | +2.8% |
| 6M | +6.2% | -22.3% | +28.5% | +7.7% |
| YTD | +1.7% | -29.2% | +30.9% | +3.6% |
| 1Y | +8.1% | -14.8% | +22.9% | +8.0% |
| 3Y | +17.1% | -31.8% | +48.9% | +18.3% |
| All | +17.1% | -32.1% | +49.1% | +18.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling