-34.4%
BAX vs BIDU
-50.9%
+16.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -0.6% | -0.8% | +0.2% | -0.5% |
| 30D | +6.3% | -5.4% | +11.7% | +6.9% |
| 3M | -4.6% | -24.7% | +20.1% | -1.9% |
| 6M | +50.4% | -45.3% | +95.7% | +59.2% |
| YTD | +38.0% | -39.0% | +77.0% | +43.9% |
| 1Y | +44.6% | -39.6% | +84.2% | +50.7% |
| 3Y | -15.1% | -24.7% | +9.6% | -15.0% |
| 5Y | -63.3% | -52.3% | -11.0% | -62.6% |
| 10Y | -34.4% | -51.1% | +16.7% | -38.6% |
| All | -34.4% | -50.9% | +16.5% | -38.6% |
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