-43.1%
BIDU vs ES
-2.9%
-40.2%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +0.6% | -7.6% | -7.0% |
| 7D | -2.4% | +1.4% | -3.8% | -2.6% |
| 30D | -15.6% | -1.2% | -14.5% | -15.6% |
| 3M | -22.3% | +5.0% | -27.3% | -22.9% |
| 6M | -22.3% | -2.8% | -19.4% | -22.2% |
| YTD | -29.2% | +8.6% | -37.7% | -30.1% |
| 1Y | -14.8% | +18.9% | -33.8% | -17.4% |
| 3Y | -31.8% | +32.1% | -63.9% | -36.2% |
| 5Y | -43.1% | -5.1% | -38.0% | -45.3% |
| All | -43.1% | -2.9% | -40.2% | -45.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling