+62.0%
EW vs BIDU
-23.6%
+85.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +1.0% | -0.5% |
| 7D | +9.3% | +3.6% | +5.7% | +9.0% |
| 30D | +22.1% | -6.6% | +28.6% | +22.6% |
| 3M | +13.0% | -27.2% | +40.2% | +15.3% |
| 6M | +30.1% | -43.5% | +73.6% | +34.8% |
| YTD | +22.0% | -39.0% | +61.0% | +25.2% |
| 1Y | +23.7% | -39.8% | +63.5% | +27.0% |
| 3Y | +62.0% | -24.8% | +86.7% | +59.9% |
| All | +62.0% | -23.6% | +85.6% | +59.9% |
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