-33.3%
BAX vs BIDU
-51.7%
+18.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.7% | +0.4% | -2.0% |
| 7D | +0.4% | -2.3% | +2.7% | +0.6% |
| 30D | +3.4% | -7.3% | +10.7% | +4.2% |
| 3M | -4.5% | -26.0% | +21.5% | -1.6% |
| 6M | +44.0% | -44.5% | +88.5% | +52.2% |
| YTD | +34.9% | -40.6% | +75.5% | +41.0% |
| 1Y | +37.9% | -39.8% | +77.7% | +43.8% |
| 3Y | -17.1% | -26.7% | +9.6% | -16.7% |
| 5Y | -64.3% | -54.5% | -9.8% | -63.4% |
| All | -33.3% | -51.7% | +18.3% | -36.8% |
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