-23.4%
BITO vs BIDU
-34.6%
+11.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.5% | -1.6% | +1.9% |
| 7D | -1.9% | +1.2% | -3.1% | -2.2% |
| 30D | -6.7% | -7.5% | +0.8% | -5.2% |
| 3M | +23.1% | -28.6% | +51.6% | +31.1% |
| 6M | -2.0% | -36.9% | +34.9% | +6.2% |
| YTD | -11.4% | -38.4% | +27.1% | -3.2% |
| 1Y | -23.4% | -35.7% | +12.3% | -17.4% |
| All | -23.4% | -34.6% | +11.3% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 1y: compounded portfolio wealth divided by compounded BIDU 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…
1y analysis · Full analysis span regression · 6 months rolling