-2.5%
BND vs BIDU
-45.6%
+43.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +0.9% | -0.6% |
| 7D | -0.9% | -5.2% | +4.3% | -0.9% |
| 30D | -1.0% | -14.5% | +13.5% | -0.8% |
| 3M | -1.2% | -22.9% | +21.7% | -0.9% |
| 6M | -2.0% | -27.8% | +25.8% | -1.7% |
| YTD | -1.2% | -30.7% | +29.5% | -0.8% |
| 1Y | -0.5% | -15.8% | +15.4% | -0.4% |
| 3Y | +12.4% | -33.2% | +45.6% | +12.6% |
| 5Y | -2.5% | -44.8% | +42.3% | -3.4% |
| All | -2.5% | -45.6% | +43.1% | -3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling