+50.3%
EWZ vs BIDU
-51.3%
+101.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.2% |
| 7D | +1.4% | +5.4% | -4.0% | +0.2% |
| 30D | -25.1% | -5.0% | -20.1% | -24.3% |
| 3M | -7.7% | -26.1% | +18.4% | -1.6% |
| 6M | -15.8% | -42.6% | +26.7% | -5.6% |
| YTD | +3.6% | -38.0% | +41.6% | +13.2% |
| 1Y | +5.5% | -35.7% | +41.2% | +13.7% |
| 3Y | +22.1% | -22.9% | +45.1% | +20.9% |
| 5Y | +58.3% | -49.9% | +108.2% | +62.3% |
| 10Y | +50.3% | -52.0% | +102.2% | +11.9% |
| All | +50.3% | -51.3% | +101.6% | +11.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling