+67.9%
NI vs BIDU
-34.3%
+102.2%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | 0.0% |
| 7D | 0.0% | -8.1% | +8.2% | +0.1% |
| 30D | -1.4% | -12.8% | +11.4% | -1.2% |
| 3M | -10.6% | -21.3% | +10.7% | -10.3% |
| 6M | -9.3% | -27.0% | +17.6% | -9.0% |
| YTD | +1.1% | -30.0% | +31.2% | +1.6% |
| 1Y | +3.4% | -18.3% | +21.6% | +3.4% |
| 3Y | +67.9% | -33.8% | +101.7% | +70.6% |
| All | +67.9% | -34.3% | +102.2% | +70.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling