+156.2%
BEN vs BIDU
+1,407.1%
-1,251.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.1% | -0.6% | +2.5% |
| 7D | +0.2% | +2.4% | -2.2% | -0.3% |
| 30D | -0.5% | -10.5% | +9.9% | +1.8% |
| 3M | +9.7% | -26.2% | +35.9% | +17.2% |
| 6M | +33.9% | -16.4% | +50.3% | +38.0% |
| YTD | +49.0% | -23.9% | +72.9% | +55.9% |
| 1Y | +42.1% | +1.3% | +40.8% | +36.8% |
| 3Y | +51.9% | -32.1% | +84.0% | +55.6% |
| 5Y | +39.0% | -39.0% | +78.0% | +35.8% |
| 10Y | +57.9% | -44.0% | +101.9% | +42.4% |
| All | +156.2% | +1,407.1% | -1,251.0% | +7.6% |
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 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