+711.7%
BIDU vs ES
+590.1%
+121.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.6% | +4.7% | +4.3% |
| 7D | +2.4% | +0.3% | +2.1% | +2.3% |
| 30D | -10.5% | -2.0% | -8.5% | -10.0% |
| 3M | -26.2% | +1.7% | -27.9% | -26.9% |
| 6M | -16.4% | -3.5% | -12.9% | -15.9% |
| YTD | -23.9% | +7.9% | -31.8% | -26.3% |
| 1Y | +1.3% | +17.2% | -15.9% | -5.3% |
| 3Y | -32.1% | +29.3% | -61.4% | -40.1% |
| 5Y | -39.0% | -5.7% | -33.2% | -40.7% |
| 10Y | -44.0% | +85.2% | -129.3% | -64.3% |
| All | +711.7% | +590.1% | +121.6% | +98.2% |
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 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