+232.2%
EWZ vs BIDU
+1,407.1%
-1,174.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.1% | -4.8% | -1.8% |
| 7D | +6.5% | +2.4% | +4.1% | +5.7% |
| 30D | +4.8% | -10.5% | +15.3% | +7.7% |
| 3M | +9.9% | -26.2% | +36.1% | +18.3% |
| 6M | +1.9% | -16.4% | +18.3% | +5.2% |
| YTD | +20.3% | -23.9% | +44.2% | +26.6% |
| 1Y | +35.6% | +1.3% | +34.3% | +29.6% |
| 3Y | +43.4% | -32.1% | +75.5% | +47.7% |
| 5Y | +55.9% | -39.0% | +94.9% | +49.9% |
| 10Y | +84.2% | -44.0% | +128.2% | +66.9% |
| All | +232.2% | +1,407.1% | -1,174.9% | +26.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling