+57.8%
EWZ vs BIDU
-48.7%
+106.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.0% | -2.3% | +0.2% |
| 7D | -1.5% | +7.2% | -8.6% | -2.5% |
| 30D | -24.5% | -4.0% | -20.5% | -24.1% |
| 3M | -10.7% | -25.1% | +14.4% | -7.0% |
| 6M | -19.1% | -41.8% | +22.7% | -12.8% |
| YTD | +1.6% | -37.3% | +39.0% | +7.7% |
| 1Y | +4.3% | -35.6% | +39.8% | +9.8% |
| 3Y | +19.0% | -24.5% | +43.4% | +18.8% |
| All | +57.8% | -48.7% | +106.6% | +63.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling