+532.2%
BE vs BIDU
-54.4%
+586.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.7% | -5.6% | -5.2% |
| 7D | +10.8% | -4.6% | +15.4% | +13.1% |
| 30D | -19.8% | -4.5% | -15.2% | -18.1% |
| 3M | -18.7% | -25.4% | +6.6% | -8.0% |
| 6M | -33.7% | -48.1% | +14.3% | -12.8% |
| YTD | +121.0% | -40.2% | +161.2% | +171.4% |
| 1Y | +85.4% | -35.2% | +120.6% | +120.0% |
| 3Y | +1,709.5% | -27.1% | +1,736.6% | +1,835.8% |
| All | +532.2% | -54.4% | +586.6% | +684.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling