+533.5%
BIDU vs ES
+599.2%
-65.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.5% | -2.9% |
| 7D | -2.3% | -1.1% | -1.3% | -2.1% |
| 30D | -7.3% | +8.2% | -15.5% | -9.7% |
| 3M | -26.0% | +0.6% | -26.6% | -26.3% |
| 6M | -44.5% | +6.0% | -50.5% | -45.9% |
| YTD | -40.6% | +9.3% | -49.9% | -42.8% |
| 1Y | -39.8% | +1.1% | -40.9% | -40.8% |
| 3Y | -26.7% | +51.9% | -78.6% | -39.0% |
| 5Y | -54.5% | +6.5% | -60.9% | -57.7% |
| 10Y | -52.4% | +94.8% | -147.1% | -70.4% |
| All | +533.5% | +599.2% | -65.7% | +53.7% |
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