+241.0%
EWJ vs BIDU
+1,302.3%
-1,061.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.0% | +6.6% | +0.7% |
| 7D | +2.9% | -2.4% | +5.3% | +3.2% |
| 30D | +1.1% | -15.6% | +16.7% | +3.5% |
| 3M | +7.1% | -22.3% | +29.4% | +10.9% |
| 6M | +16.2% | -22.3% | +38.4% | +19.9% |
| YTD | +22.0% | -29.2% | +51.2% | +27.2% |
| 1Y | +26.2% | -14.8% | +41.0% | +27.1% |
| 3Y | +73.5% | -31.8% | +105.2% | +76.8% |
| 5Y | +52.7% | -43.1% | +95.8% | +52.3% |
| 10Y | +138.5% | -50.6% | +189.1% | +129.5% |
| All | +241.0% | +1,302.3% | -1,061.3% | +112.0% |
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