+8.1%
EWZ vs BIDU
-34.6%
+42.7%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.5% | -2.9% | +1.1% |
| 7D | -4.1% | +1.2% | -5.2% | -4.2% |
| 30D | -25.0% | -7.5% | -17.4% | -24.2% |
| 3M | -10.6% | -28.6% | +17.9% | -7.5% |
| 6M | -16.6% | -36.9% | +20.3% | -12.8% |
| YTD | +2.5% | -38.4% | +40.9% | +7.7% |
| 1Y | +8.1% | -35.7% | +43.7% | +15.1% |
| All | +8.1% | -34.6% | +42.7% | +15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling