+550.9%
BIDU vs ES
+593.2%
-42.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.3% | -0.4% |
| 7D | -0.8% | +0.1% | -0.9% | -0.9% |
| 30D | -5.4% | +6.7% | -12.1% | -7.5% |
| 3M | -24.7% | +0.3% | -25.1% | -25.0% |
| 6M | -45.3% | +7.4% | -52.7% | -46.9% |
| YTD | -39.0% | +8.4% | -47.3% | -41.1% |
| 1Y | -39.6% | +0.6% | -40.2% | -40.4% |
| 3Y | -24.7% | +50.6% | -75.3% | -37.1% |
| 5Y | -52.3% | +4.8% | -57.1% | -55.4% |
| 10Y | -51.1% | +93.1% | -144.1% | -69.5% |
| All | +550.9% | +593.2% | -42.4% | +58.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling