+142.7%
EWY vs BIDU
-45.6%
+188.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.6% | -2.6% | -3.8% |
| 7D | +1.2% | -5.2% | +6.5% | +2.5% |
| 30D | +9.3% | -14.5% | +23.8% | +13.4% |
| 3M | +2.4% | -22.9% | +25.3% | +8.6% |
| 6M | +40.3% | -27.8% | +68.1% | +51.3% |
| YTD | +88.0% | -30.7% | +118.7% | +103.9% |
| 1Y | +143.8% | -15.8% | +159.6% | +151.9% |
| 3Y | +217.8% | -33.2% | +251.0% | +234.3% |
| 5Y | +142.7% | -44.8% | +187.5% | +152.4% |
| All | +142.7% | -45.6% | +188.3% | +152.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling