+11.0%
NEE vs BIDU
-45.6%
+56.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.1% |
| 7D | -1.9% | -5.2% | +3.3% | -1.6% |
| 30D | -3.1% | -14.5% | +11.4% | -2.2% |
| 3M | -2.4% | -22.9% | +20.5% | -0.8% |
| 6M | -8.6% | -27.8% | +19.2% | -6.9% |
| YTD | +4.9% | -30.7% | +35.6% | +7.0% |
| 1Y | +19.4% | -15.8% | +35.2% | +19.5% |
| 3Y | +34.9% | -33.2% | +68.1% | +35.3% |
| 5Y | +11.0% | -44.8% | +55.8% | +9.9% |
| All | +11.0% | -45.6% | +56.6% | +9.9% |
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