+140.2%
NI vs BIDU
-48.7%
+188.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.1% |
| 7D | 0.0% | -8.1% | +8.2% | +0.4% |
| 30D | -1.4% | -12.8% | +11.4% | -0.9% |
| 3M | -10.6% | -21.3% | +10.7% | -9.8% |
| 6M | -9.3% | -27.0% | +17.6% | -8.4% |
| YTD | +1.1% | -30.0% | +31.2% | +2.2% |
| 1Y | +3.4% | -18.3% | +21.6% | +3.6% |
| 3Y | +67.9% | -33.8% | +101.7% | +68.7% |
| 5Y | +98.0% | -44.3% | +142.3% | +97.3% |
| All | +140.2% | -48.7% | +188.8% | +109.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling