+98.0%
NI vs BIDU
-45.6%
+143.6%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.6% |
| 7D | -0.6% | -5.2% | +4.6% | -0.5% |
| 30D | -1.4% | -14.5% | +13.1% | -1.1% |
| 3M | -10.6% | -22.9% | +12.3% | -10.2% |
| 6M | -9.9% | -27.8% | +17.9% | -9.4% |
| YTD | +1.2% | -30.7% | +31.8% | +1.7% |
| 1Y | +4.4% | -15.8% | +20.2% | +4.4% |
| 3Y | +68.6% | -33.2% | +101.8% | +68.9% |
| 5Y | +98.0% | -44.8% | +142.8% | +94.8% |
| All | +98.0% | -45.6% | +143.6% | +94.8% |
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