+192.2%
EWT vs BIDU
-34.9%
+227.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -1.0% | -2.2% |
| 7D | -1.1% | -5.2% | +4.1% | 0.0% |
| 30D | +4.8% | -14.5% | +19.3% | +8.2% |
| 3M | +11.1% | -22.9% | +34.0% | +17.2% |
| 6M | +54.6% | -27.8% | +82.4% | +64.7% |
| YTD | +71.4% | -30.7% | +102.1% | +83.2% |
| 1Y | +82.1% | -15.8% | +97.9% | +85.8% |
| All | +192.2% | -34.9% | +227.1% | +206.4% |
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 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