+66.5%
EWZ vs BIDU
-51.3%
+117.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.2% |
| 7D | +0.8% | -4.6% | +5.3% | +1.8% |
| 30D | -24.4% | -4.5% | -19.8% | -23.6% |
| 3M | -4.6% | -25.4% | +20.8% | +1.5% |
| 6M | -11.6% | -48.1% | +36.5% | +1.7% |
| YTD | +2.4% | -40.2% | +42.6% | +12.8% |
| 1Y | +2.1% | -35.2% | +37.3% | +9.9% |
| 3Y | +18.7% | -27.1% | +45.8% | +19.1% |
| 5Y | +54.2% | -54.2% | +108.4% | +62.4% |
| All | +66.5% | -51.3% | +117.8% | +25.3% |
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