+747.8%
BTI vs BIDU
+1,302.3%
-554.5%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.0% | +6.6% | +0.4% |
| 7D | -1.4% | -2.4% | +1.1% | -1.2% |
| 30D | -7.0% | -15.6% | +8.6% | -5.5% |
| 3M | -6.3% | -22.3% | +16.0% | -4.1% |
| 6M | -2.0% | -22.3% | +20.3% | -0.1% |
| YTD | +0.2% | -29.2% | +29.4% | +2.9% |
| 1Y | +3.8% | -14.8% | +18.6% | +3.8% |
| 3Y | +112.1% | -31.8% | +143.9% | +113.8% |
| 5Y | +113.6% | -43.1% | +156.7% | +111.5% |
| 10Y | +69.6% | -50.6% | +120.2% | +62.4% |
| All | +747.8% | +1,302.3% | -554.5% | +480.8% |
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 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