+2,322.1%
EW vs BIDU
+1,407.1%
+915.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.1% | -3.9% | -0.4% |
| 7D | -0.3% | +2.4% | -2.8% | -0.7% |
| 30D | +1.0% | -10.5% | +11.5% | +2.4% |
| 3M | +2.8% | -26.2% | +29.0% | +6.8% |
| 6M | +5.5% | -16.4% | +21.9% | +7.3% |
| YTD | +5.5% | -23.9% | +29.3% | +8.2% |
| 1Y | +11.0% | +1.3% | +9.8% | +8.6% |
| 3Y | +17.7% | -32.1% | +49.8% | +19.3% |
| 5Y | -25.7% | -39.0% | +13.2% | -26.6% |
| 10Y | +132.8% | -44.0% | +176.8% | +122.5% |
| All | +2,322.1% | +1,407.1% | +915.0% | +1,678.9% |
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 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