-44.0%
BIDU vs NTRS
+93.2%
-137.2%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.5% |
| 7D | -8.1% | +1.4% | -9.5% | -8.6% |
| 30D | -12.8% | -0.7% | -12.2% | -12.6% |
| 3M | -21.3% | +11.3% | -32.6% | -24.6% |
| 6M | -27.0% | +35.5% | -62.5% | -35.5% |
| YTD | -30.0% | +40.6% | -70.6% | -39.4% |
| 1Y | -18.3% | +49.2% | -67.5% | -30.9% |
| 3Y | -33.8% | +167.2% | -201.1% | -58.5% |
| All | -44.0% | +93.2% | -137.2% | -59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 5y: compounded portfolio wealth divided by compounded NTRS 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…
5y analysis · Full analysis span regression · 6 months rolling