+53.9%
F vs BIDU
-40.6%
+94.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.1% | -2.6% | +0.7% |
| 7D | +5.3% | +2.4% | +2.9% | +4.8% |
| 30D | +4.6% | -10.5% | +15.1% | +6.6% |
| 3M | -3.7% | -26.2% | +22.5% | +1.7% |
| 6M | +16.8% | -16.4% | +33.2% | +20.0% |
| YTD | +15.3% | -23.9% | +39.2% | +19.9% |
| 1Y | +31.0% | +1.3% | +29.7% | +27.2% |
| 3Y | +45.4% | -32.1% | +77.5% | +49.2% |
| All | +53.9% | -40.6% | +94.6% | +56.7% |
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