+645.9%
BIDU vs NTRS
+527.7%
+118.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.4% |
| 7D | -8.1% | +1.4% | -9.5% | -8.7% |
| 30D | -12.8% | -0.7% | -12.2% | -12.6% |
| 3M | -21.3% | +11.3% | -32.6% | -25.3% |
| 6M | -27.0% | +35.5% | -62.5% | -36.9% |
| YTD | -30.0% | +40.6% | -70.6% | -40.8% |
| 1Y | -18.3% | +49.2% | -67.5% | -32.8% |
| 3Y | -33.8% | +167.2% | -201.1% | -60.1% |
| 5Y | -44.3% | +94.9% | -139.2% | -61.9% |
| 10Y | -49.8% | +259.5% | -309.3% | -76.6% |
| All | +645.9% | +527.7% | +118.2% | +149.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling