+27.2%
F vs BIDU
-18.3%
+45.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.6% | +4.8% | +3.4% |
| 7D | -3.7% | -5.2% | +1.5% | -2.9% |
| 30D | -0.7% | -14.5% | +13.8% | +1.4% |
| 3M | -1.9% | -22.9% | +21.0% | +1.7% |
| 6M | +16.1% | -27.8% | +43.9% | +21.4% |
| YTD | +9.5% | -30.7% | +40.1% | +14.5% |
| 1Y | +27.2% | -15.8% | +43.0% | +30.5% |
| All | +27.2% | -18.3% | +45.5% | +30.5% |
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 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