+2,750.7%
EW vs BIDU
+1,108.5%
+1,642.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.7% | +1.7% |
| 7D | +6.5% | -0.8% | +7.3% | +6.6% |
| 30D | +22.5% | -5.4% | +27.9% | +23.4% |
| 3M | +13.0% | -24.7% | +37.7% | +17.2% |
| 6M | +37.1% | -45.3% | +82.4% | +48.1% |
| YTD | +24.1% | -39.0% | +63.1% | +31.2% |
| 1Y | +24.2% | -39.6% | +63.8% | +31.3% |
| 3Y | +64.8% | -24.7% | +89.5% | +64.3% |
| 5Y | -7.4% | -52.3% | +44.9% | -5.2% |
| 10Y | +248.8% | -51.1% | +299.8% | +239.7% |
| All | +2,750.7% | +1,108.5% | +1,642.3% | +2,057.5% |
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