+30.2%
EXC vs BIDU
-24.2%
+54.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | 0.0% |
| 7D | -1.7% | +5.4% | -7.1% | -1.6% |
| 30D | +9.3% | -5.0% | +14.4% | +9.2% |
| 3M | +1.0% | -26.1% | +27.2% | +0.4% |
| 6M | +5.9% | -42.6% | +48.5% | +4.8% |
| YTD | +7.6% | -38.0% | +45.6% | +6.6% |
| 1Y | +2.4% | -35.7% | +38.1% | +1.4% |
| 3Y | +30.2% | -22.9% | +53.2% | +27.3% |
| All | +30.2% | -24.2% | +54.4% | +27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling