+197.7%
EXC vs BIDU
-52.8%
+250.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.4% | -0.2% |
| 7D | +0.1% | +3.6% | -3.5% | -0.1% |
| 30D | +9.0% | -6.6% | +15.6% | +9.4% |
| 3M | +3.3% | -27.2% | +30.5% | +4.8% |
| 6M | +5.7% | -43.5% | +49.1% | +8.5% |
| YTD | +7.3% | -39.0% | +46.3% | +9.4% |
| 1Y | +2.9% | -39.8% | +42.7% | +4.9% |
| 3Y | +29.3% | -24.8% | +54.1% | +28.1% |
| 5Y | +40.1% | -50.7% | +90.7% | +40.3% |
| 10Y | +197.7% | -51.2% | +248.9% | +154.5% |
| All | +197.7% | -52.8% | +250.5% | +154.5% |
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