+1,008.9%
BE vs BIDU
-63.9%
+1,072.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -7.0% | +16.6% | +13.1% |
| 7D | +29.8% | -2.4% | +32.2% | +30.9% |
| 30D | +26.4% | -15.6% | +42.0% | +37.0% |
| 3M | +9.3% | -22.3% | +31.6% | +23.3% |
| 6M | +105.1% | -22.3% | +127.3% | +128.6% |
| YTD | +219.0% | -29.2% | +248.2% | +271.9% |
| 1Y | +418.8% | -14.8% | +433.6% | +448.4% |
| 3Y | +1,784.6% | -31.8% | +1,816.4% | +1,984.0% |
| 5Y | +1,251.0% | -43.1% | +1,294.1% | +1,377.6% |
| All | +1,008.9% | -63.9% | +1,072.8% | +858.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling