+214.8%
B vs BIDU
-51.3%
+266.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.3% | -0.7% |
| 7D | -7.3% | -4.6% | -2.8% | -6.7% |
| 30D | -3.3% | -4.5% | +1.2% | -2.7% |
| 3M | -7.8% | -25.4% | +17.6% | -4.3% |
| 6M | -15.5% | -48.1% | +32.5% | -8.3% |
| YTD | -12.3% | -40.2% | +27.9% | -6.7% |
| 1Y | +5.4% | -35.2% | +40.6% | +10.8% |
| 3Y | +165.5% | -27.1% | +192.6% | +170.7% |
| 5Y | +107.0% | -54.2% | +161.2% | +114.2% |
| All | +214.8% | -51.3% | +266.2% | +180.2% |
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