+35.6%
EWZ vs BIDU
+1.5%
+34.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.1% | -4.8% | -1.1% |
| 7D | +6.5% | +2.4% | +4.1% | +6.2% |
| 30D | +4.8% | -10.5% | +15.3% | +5.9% |
| 3M | +9.9% | -26.2% | +36.1% | +13.1% |
| 6M | +1.9% | -16.4% | +18.3% | +3.0% |
| YTD | +20.3% | -23.9% | +44.2% | +22.9% |
| 1Y | +35.6% | +1.3% | +34.3% | +41.4% |
| All | +35.6% | +1.5% | +34.1% | +41.4% |
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 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