+37.7%
BEN vs BIDU
-45.6%
+83.3%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.2% | -1.1% |
| 7D | +0.3% | -5.2% | +5.5% | +1.2% |
| 30D | +0.9% | -14.5% | +15.4% | +3.4% |
| 3M | +9.2% | -22.9% | +32.1% | +13.7% |
| 6M | +36.8% | -27.8% | +64.6% | +43.4% |
| YTD | +44.4% | -30.7% | +75.1% | +51.5% |
| 1Y | +45.8% | -15.8% | +61.6% | +46.5% |
| 3Y | +52.5% | -33.2% | +85.8% | +56.0% |
| 5Y | +37.7% | -44.8% | +82.5% | +39.2% |
| All | +37.7% | -45.6% | +83.3% | +39.2% |
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