+635.4%
EWY vs BIDU
+1,302.3%
-666.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.0% | +7.5% | +2.4% |
| 7D | +8.0% | -2.4% | +10.5% | +8.6% |
| 30D | +14.3% | -15.6% | +30.0% | +19.3% |
| 3M | +2.3% | -22.3% | +24.6% | +8.8% |
| 6M | +49.9% | -22.3% | +72.1% | +59.5% |
| YTD | +95.3% | -29.2% | +124.5% | +112.2% |
| 1Y | +161.7% | -14.8% | +176.5% | +168.5% |
| 3Y | +230.2% | -31.8% | +261.9% | +246.5% |
| 5Y | +148.1% | -43.1% | +191.2% | +152.9% |
| 10Y | +293.2% | -50.6% | +343.8% | +283.5% |
| All | +635.4% | +1,302.3% | -666.9% | +228.8% |
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