+21.3%
EXC vs BIDU
-32.1%
+53.3%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -7.0% | +7.7% | +0.6% |
| 7D | +1.2% | -2.4% | +3.7% | +1.2% |
| 30D | -2.7% | -15.6% | +12.9% | -3.0% |
| 3M | -1.0% | -22.3% | +21.3% | -1.3% |
| 6M | -9.3% | -22.3% | +13.0% | -9.7% |
| YTD | +3.6% | -29.2% | +32.8% | +3.1% |
| 1Y | +5.9% | -14.8% | +20.7% | +4.8% |
| 3Y | +21.3% | -31.8% | +53.1% | +21.4% |
| All | +21.3% | -32.1% | +53.3% | +21.4% |
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 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