+141.9%
EWJ vs BIDU
-48.7%
+190.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +2.1% |
| 7D | +0.3% | -8.1% | +8.4% | +1.5% |
| 30D | +0.8% | -12.8% | +13.6% | +2.7% |
| 3M | +7.5% | -21.3% | +28.8% | +11.0% |
| 6M | +15.6% | -27.0% | +42.6% | +20.2% |
| YTD | +22.7% | -30.0% | +52.8% | +28.0% |
| 1Y | +26.4% | -18.3% | +44.7% | +28.1% |
| 3Y | +72.5% | -33.8% | +106.4% | +76.4% |
| 5Y | +52.4% | -44.3% | +96.8% | +53.1% |
| All | +141.9% | -48.7% | +190.6% | +124.4% |
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