+371.6%
ALL vs BIDU
-51.3%
+423.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.3% |
| 7D | +5.0% | -4.6% | +9.6% | +5.3% |
| 30D | +13.3% | -4.5% | +17.9% | +13.5% |
| 3M | +3.2% | -25.4% | +28.5% | +4.6% |
| 6M | +25.3% | -48.1% | +73.4% | +29.3% |
| YTD | +30.5% | -40.2% | +70.6% | +33.0% |
| 1Y | +29.2% | -35.2% | +64.4% | +30.9% |
| 3Y | +119.1% | -27.1% | +146.2% | +116.8% |
| 5Y | +162.6% | -54.2% | +216.8% | +164.7% |
| All | +371.6% | -51.3% | +423.0% | +330.2% |
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