-50.8%
BIDU vs ES
+83.3%
-134.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -1.3% |
| 7D | -5.2% | -3.5% | -1.8% | -4.9% |
| 30D | -14.5% | -3.0% | -11.5% | -14.2% |
| 3M | -22.9% | -0.3% | -22.6% | -23.0% |
| 6M | -27.8% | -5.2% | -22.7% | -27.5% |
| YTD | -30.7% | +4.8% | -35.4% | -31.2% |
| 1Y | -15.8% | +12.7% | -28.5% | -17.4% |
| 3Y | -33.2% | +27.5% | -60.7% | -36.2% |
| 5Y | -44.8% | -4.7% | -40.1% | -45.7% |
| All | -50.8% | +83.3% | -134.1% | -54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ES 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling