-50.4%
BIDU vs BB
+1.6%
-52.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.6% |
| 7D | -8.1% | -0.4% | -7.7% | -8.1% |
| 30D | -12.8% | -12.5% | -0.3% | -10.6% |
| 3M | -21.3% | -17.4% | -3.8% | -19.4% |
| 6M | -27.0% | +119.1% | -146.1% | -39.4% |
| YTD | -30.0% | +102.4% | -132.4% | -41.1% |
| 1Y | -18.3% | +98.2% | -116.5% | -31.3% |
| 3Y | -33.8% | +46.9% | -80.8% | -44.3% |
| 5Y | -44.3% | -26.4% | -17.9% | -48.5% |
| All | -50.4% | +1.6% | -52.0% | -64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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