+95.3%
EWZ vs BIDU
-50.4%
+145.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -7.0% | +8.9% | +3.6% |
| 7D | +5.6% | -2.4% | +8.0% | +6.0% |
| 30D | +9.3% | -15.6% | +24.9% | +13.2% |
| 3M | +15.7% | -22.3% | +38.0% | +21.7% |
| 6M | +7.4% | -22.3% | +29.7% | +12.1% |
| YTD | +22.7% | -29.2% | +51.9% | +30.2% |
| 1Y | +36.4% | -14.8% | +51.2% | +36.5% |
| 3Y | +50.4% | -31.8% | +82.2% | +54.0% |
| 5Y | +67.6% | -43.1% | +110.7% | +66.4% |
| All | +95.3% | -50.4% | +145.7% | +50.4% |
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 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