-36.9%
BAX vs BIDU
-50.6%
+13.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.8% |
| 7D | -5.1% | -2.4% | -2.6% | -4.9% |
| 30D | -12.2% | -16.0% | +3.8% | -10.7% |
| 3M | +21.8% | -24.0% | +45.8% | +24.9% |
| 6M | +36.3% | -24.9% | +61.2% | +39.5% |
| YTD | +27.8% | -29.6% | +57.4% | +31.4% |
| 1Y | -0.1% | -15.2% | +15.1% | +0.4% |
| 3Y | -33.3% | -32.2% | -1.1% | -32.6% |
| 5Y | -67.1% | -43.8% | -23.3% | -67.1% |
| 10Y | -36.9% | -49.5% | +12.5% | -40.8% |
| All | -36.9% | -50.6% | +13.7% | -40.8% |
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