+53.8%
NDAQ vs BIDU
-44.5%
+98.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -7.0% | +5.1% | -1.2% |
| 7D | -2.6% | -2.4% | -0.1% | -2.4% |
| 30D | +0.5% | -15.6% | +16.1% | +2.0% |
| 3M | +9.9% | -22.3% | +32.2% | +12.3% |
| 6M | +8.2% | -22.3% | +30.5% | +10.2% |
| YTD | -1.5% | -29.2% | +27.7% | +0.9% |
| 1Y | +1.3% | -14.8% | +16.1% | +1.5% |
| 3Y | +92.6% | -31.8% | +124.4% | +94.5% |
| 5Y | +53.8% | -43.1% | +96.9% | +54.1% |
| All | +53.8% | -44.5% | +98.3% | +54.1% |
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