+92.6%
EWZ vs BIDU
-50.6%
+143.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.3% |
| 7D | -0.1% | -2.4% | +2.4% | +0.4% |
| 30D | +8.2% | -16.0% | +24.1% | +12.2% |
| 3M | +13.3% | -24.0% | +37.3% | +19.8% |
| 6M | +3.6% | -24.9% | +28.5% | +8.9% |
| YTD | +21.0% | -29.6% | +50.5% | +28.6% |
| 1Y | +34.7% | -15.2% | +49.8% | +34.9% |
| 3Y | +48.3% | -32.2% | +80.5% | +52.1% |
| 5Y | +60.1% | -43.8% | +103.8% | +59.4% |
| 10Y | +92.6% | -49.5% | +142.0% | +48.5% |
| All | +92.6% | -50.6% | +143.2% | +48.5% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling