-50.4%
BIDU vs BTG
+159.3%
-209.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | -8.1% | -3.8% | -4.4% | -7.6% |
| 30D | -12.8% | +3.6% | -16.5% | -13.3% |
| 3M | -21.3% | +32.0% | -53.3% | -25.0% |
| 6M | -27.0% | +3.4% | -30.3% | -28.0% |
| YTD | -30.0% | +20.8% | -50.8% | -32.9% |
| 1Y | -18.3% | +22.4% | -40.7% | -22.3% |
| 3Y | -33.8% | +91.7% | -125.6% | -42.1% |
| 5Y | -44.3% | +79.0% | -123.3% | -51.0% |
| All | -50.4% | +159.3% | -209.6% | -57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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