+138.6%
ETSY vs BIDU
-56.9%
+195.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.1% | +1.1% |
| 7D | -12.7% | -5.2% | -7.5% | -11.3% |
| 30D | -9.9% | -14.5% | +4.6% | -5.8% |
| 3M | +4.2% | -22.9% | +27.1% | +11.9% |
| 6M | +34.2% | -27.8% | +62.0% | +45.1% |
| YTD | +29.1% | -30.7% | +59.8% | +40.3% |
| 1Y | +23.8% | -15.8% | +39.6% | +23.8% |
| 3Y | +6.6% | -33.2% | +39.9% | +9.5% |
| 5Y | -67.0% | -44.8% | -22.2% | -65.9% |
| 10Y | +424.9% | -50.3% | +475.1% | +412.5% |
| All | +138.6% | -56.9% | +195.6% | +116.6% |
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