+171.7%
EXC vs BIDU
+1,127.7%
-956.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.2% |
| 7D | -1.7% | +5.4% | -7.1% | -2.2% |
| 30D | +9.3% | -5.0% | +14.4% | +9.8% |
| 3M | +1.0% | -26.1% | +27.2% | +3.8% |
| 6M | +5.9% | -42.6% | +48.5% | +11.2% |
| YTD | +7.6% | -38.0% | +45.6% | +11.4% |
| 1Y | +2.4% | -35.7% | +38.1% | +5.4% |
| 3Y | +30.2% | -22.9% | +53.2% | +28.8% |
| 5Y | +41.4% | -49.9% | +91.2% | +40.9% |
| 10Y | +183.8% | -52.0% | +235.7% | +167.6% |
| All | +171.7% | +1,127.7% | -956.0% | +60.8% |
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