+208.5%
B vs BIDU
-50.4%
+258.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.0% | +5.5% | -0.5% |
| 7D | +2.3% | -2.4% | +4.8% | +2.6% |
| 30D | +1.4% | -15.6% | +17.0% | +3.5% |
| 3M | +12.2% | -22.3% | +34.5% | +15.5% |
| 6M | -2.1% | -22.3% | +20.1% | +0.9% |
| YTD | +2.9% | -29.2% | +32.1% | +7.0% |
| 1Y | +55.3% | -14.8% | +70.1% | +57.4% |
| 3Y | +198.7% | -31.8% | +230.5% | +204.6% |
| 5Y | +153.8% | -43.1% | +196.9% | +155.5% |
| All | +208.5% | -50.4% | +258.8% | +186.1% |
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 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