-17.2%
F vs BIDU
-54.4%
+37.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | -3.1% | -4.6% | +1.5% | -2.2% |
| 30D | 0.0% | -4.5% | +4.6% | +0.9% |
| 3M | -13.2% | -25.4% | +12.1% | -8.4% |
| 6M | -10.2% | -48.1% | +37.9% | +1.3% |
| YTD | -4.9% | -40.2% | +35.3% | +3.5% |
| 1Y | -6.1% | -35.2% | +29.2% | +0.5% |
| 3Y | +46.0% | -27.1% | +73.1% | +46.9% |
| All | -17.2% | -54.4% | +37.2% | -11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling