+18.4%
BROS vs BIDU
-43.0%
+61.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.6% | -1.8% | -3.0% |
| 7D | -6.1% | -5.2% | -0.8% | -5.0% |
| 30D | -12.4% | -14.5% | +2.1% | -9.5% |
| 3M | -27.9% | -22.9% | -5.0% | -24.0% |
| 6M | -16.8% | -27.8% | +11.0% | -11.7% |
| YTD | -29.0% | -30.7% | +1.6% | -24.5% |
| 1Y | -33.2% | -15.8% | -17.4% | -33.2% |
| 3Y | +56.8% | -33.2% | +90.0% | +61.2% |
| All | +18.4% | -43.0% | +61.5% | +23.8% |
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