-29.9%
BITO vs BIDU
+1.5%
-31.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.1% | -6.5% | -3.3% |
| 7D | +2.9% | +2.4% | +0.5% | +2.4% |
| 30D | +22.6% | -10.5% | +33.1% | +25.1% |
| 3M | +24.7% | -26.2% | +50.9% | +32.6% |
| 6M | +7.5% | -16.4% | +23.9% | +9.4% |
| YTD | -10.8% | -23.9% | +13.1% | -6.6% |
| 1Y | -29.9% | +1.3% | -31.2% | -28.6% |
| All | -29.9% | +1.5% | -31.4% | -28.6% |
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