+2.1%
EXC vs BIDU
-40.0%
+42.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | -0.2% |
| 7D | -1.9% | -2.3% | +0.4% | -2.1% |
| 30D | +7.8% | -7.3% | +15.1% | +7.2% |
| 3M | +1.9% | -26.0% | +27.8% | -0.2% |
| 6M | +3.4% | -44.5% | +47.9% | -0.7% |
| YTD | +7.6% | -40.6% | +48.2% | +3.5% |
| 1Y | +2.1% | -39.8% | +41.9% | -1.6% |
| All | +2.1% | -40.0% | +42.1% | -1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling