-65.8%
ETSY vs BIDU
-44.1%
-21.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.4% |
| 7D | -4.9% | -8.1% | +3.2% | -2.5% |
| 30D | -8.6% | -12.8% | +4.2% | -5.4% |
| 3M | +4.8% | -21.3% | +26.1% | +11.2% |
| 6M | +38.1% | -27.0% | +65.1% | +47.8% |
| YTD | +31.2% | -30.0% | +61.3% | +41.1% |
| 1Y | +22.1% | -18.3% | +40.4% | +22.9% |
| 3Y | +12.2% | -33.8% | +46.1% | +16.4% |
| All | -65.8% | -44.1% | -21.7% | -63.4% |
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