-44.0%
BIDU vs VSXY
+22.6%
-66.7%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.1% | -2.2% | +0.5% |
| 7D | -8.1% | +0.1% | -8.2% | -8.2% |
| 30D | -12.8% | -18.7% | +5.9% | -10.5% |
| 3M | -21.3% | -4.0% | -17.3% | -21.4% |
| 6M | -27.0% | +67.5% | -94.4% | -34.3% |
| YTD | -30.0% | +39.7% | -69.7% | -35.8% |
| 1Y | -18.3% | +180.0% | -198.2% | -33.9% |
| 3Y | -33.8% | +337.3% | -371.1% | -55.5% |
| All | -44.0% | +22.6% | -66.7% | -46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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