-33.1%
BAX vs BIDU
-51.3%
+18.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.2% |
| 7D | +0.1% | -4.6% | +4.6% | +0.6% |
| 30D | +4.1% | -4.5% | +8.6% | +4.6% |
| 3M | -4.5% | -25.4% | +20.8% | -1.8% |
| 6M | +49.2% | -48.1% | +97.3% | +58.9% |
| YTD | +35.2% | -40.2% | +75.4% | +41.3% |
| 1Y | +38.3% | -35.2% | +73.5% | +43.2% |
| 3Y | -19.0% | -27.1% | +8.1% | -18.7% |
| 5Y | -64.2% | -54.2% | -10.0% | -63.3% |
| All | -33.1% | -51.3% | +18.2% | -36.7% |
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