-62.3%
BIDU vs NTR
+97.9%
-160.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | -8.1% | -1.3% | -6.8% | -7.8% |
| 30D | -12.8% | +16.8% | -29.6% | -17.5% |
| 3M | -21.3% | +20.7% | -42.0% | -26.7% |
| 6M | -27.0% | +0.5% | -27.5% | -28.2% |
| YTD | -30.0% | +29.2% | -59.2% | -37.5% |
| 1Y | -18.3% | +39.6% | -57.9% | -29.2% |
| 3Y | -33.8% | +37.9% | -71.7% | -43.5% |
| 5Y | -44.3% | +47.1% | -91.4% | -57.8% |
| All | -62.3% | +97.9% | -160.2% | -76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 10y: compounded portfolio wealth divided by compounded NTR 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…
10y analysis · Full analysis span regression · 6 months rolling