-10.6%
BITO vs BIDU
-49.6%
+39.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.2% | -1.0% |
| 7D | -5.8% | -5.2% | -0.6% | -4.7% |
| 30D | +21.1% | -14.5% | +35.6% | +25.3% |
| 3M | +23.5% | -22.9% | +46.4% | +30.6% |
| 6M | +8.3% | -27.8% | +36.1% | +15.3% |
| YTD | -13.9% | -30.7% | +16.8% | -7.6% |
| 1Y | -34.5% | -15.8% | -18.7% | -33.6% |
| 3Y | +147.0% | -33.2% | +180.2% | +156.4% |
| All | -10.6% | -49.6% | +39.1% | -7.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling