+258.5%
BN vs BIDU
-48.7%
+307.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.4% | +0.3% |
| 7D | -5.2% | -8.1% | +2.9% | -3.4% |
| 30D | -14.5% | -12.8% | -1.7% | -12.1% |
| 3M | -15.0% | -21.3% | +6.3% | -11.0% |
| 6M | -5.4% | -27.0% | +21.6% | 0.0% |
| YTD | -16.4% | -30.0% | +13.6% | -11.3% |
| 1Y | -16.2% | -18.3% | +2.0% | -15.1% |
| 3Y | +67.5% | -33.8% | +101.4% | +72.9% |
| 5Y | +34.1% | -44.3% | +78.4% | +35.5% |
| All | +258.5% | -48.7% | +307.1% | +215.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling