+364.8%
ALL vs BIDU
-50.6%
+415.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | -2.2% | -2.4% | +0.2% | -2.1% |
| 30D | -5.6% | -16.0% | +10.4% | -4.8% |
| 3M | +17.2% | -24.0% | +41.3% | +18.7% |
| 6M | +23.2% | -24.9% | +48.1% | +24.5% |
| YTD | +23.6% | -29.6% | +53.2% | +25.0% |
| 1Y | +29.2% | -15.2% | +44.3% | +28.5% |
| 3Y | +153.8% | -32.2% | +186.0% | +154.2% |
| 5Y | +116.1% | -43.8% | +159.8% | +114.7% |
| 10Y | +364.8% | -49.5% | +414.3% | +318.2% |
| All | +364.8% | -50.6% | +415.5% | +318.2% |
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