-62.6%
BIDU vs NTR
+98.7%
-161.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -0.8% |
| 7D | -5.2% | -2.5% | -2.8% | -4.5% |
| 30D | -14.5% | +17.0% | -31.5% | -19.1% |
| 3M | -22.9% | +22.2% | -45.1% | -28.5% |
| 6M | -27.8% | +5.2% | -33.0% | -30.2% |
| YTD | -30.7% | +29.7% | -60.3% | -38.1% |
| 1Y | -15.8% | +39.4% | -55.2% | -27.0% |
| 3Y | -33.2% | +38.2% | -71.4% | -43.1% |
| 5Y | -44.8% | +47.6% | -92.4% | -58.2% |
| All | -62.6% | +98.7% | -161.3% | -76.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling