+1,420.4%
NEE vs BIDU
+1,083.9%
+336.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.3% |
| 7D | -2.1% | -4.6% | +2.5% | -1.7% |
| 30D | +8.6% | -4.5% | +13.2% | +9.1% |
| 3M | -0.3% | -25.4% | +25.1% | +2.3% |
| 6M | -8.9% | -48.1% | +39.2% | -3.5% |
| YTD | +8.3% | -40.2% | +48.5% | +12.7% |
| 1Y | +4.3% | -35.2% | +39.5% | +7.4% |
| 3Y | +70.7% | -27.1% | +97.9% | +71.0% |
| 5Y | +12.8% | -54.2% | +67.0% | +14.5% |
| 10Y | +287.2% | -52.0% | +339.3% | +273.3% |
| All | +1,420.4% | +1,083.9% | +336.4% | +928.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling