-50.4%
BIDU vs BNS
+188.9%
-239.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.5% |
| 7D | -8.1% | -0.4% | -7.7% | -7.8% |
| 30D | -12.8% | +3.5% | -16.3% | -14.9% |
| 3M | -21.3% | +14.1% | -35.3% | -28.2% |
| 6M | -27.0% | +33.8% | -60.7% | -39.9% |
| YTD | -30.0% | +29.5% | -59.5% | -41.2% |
| 1Y | -18.3% | +48.4% | -66.7% | -37.2% |
| 3Y | -33.8% | +129.6% | -163.4% | -62.1% |
| 5Y | -44.3% | +96.1% | -140.4% | -64.2% |
| All | -50.4% | +188.9% | -239.3% | -73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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