-2.1%
BROS vs BIDU
-50.9%
+48.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.7% | +5.8% | +6.4% |
| 7D | +6.3% | -4.6% | +10.9% | +7.4% |
| 30D | -8.3% | -4.5% | -3.8% | -7.4% |
| 3M | -29.8% | -25.4% | -4.4% | -25.3% |
| 6M | -25.8% | -48.1% | +22.3% | -14.9% |
| YTD | -41.4% | -40.2% | -1.2% | -35.5% |
| 1Y | -35.2% | -35.2% | +0.1% | -30.4% |
| 3Y | +32.8% | -27.1% | +59.9% | +32.0% |
| 5Y | -42.2% | -54.2% | +12.0% | -40.7% |
| All | -2.1% | -50.9% | +48.7% | +5.7% |
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