+302.5%
NSC vs BIDU
-51.3%
+353.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.9% | +2.0% |
| 7D | -5.4% | +5.4% | -10.7% | -6.0% |
| 30D | +2.9% | -5.0% | +8.0% | +3.6% |
| 3M | -2.2% | -26.1% | +24.0% | +1.6% |
| 6M | +5.3% | -42.6% | +47.8% | +12.6% |
| YTD | +14.8% | -38.0% | +52.7% | +20.6% |
| 1Y | +16.6% | -35.7% | +52.2% | +21.5% |
| 3Y | +78.6% | -22.9% | +101.5% | +76.2% |
| 5Y | +27.2% | -49.9% | +77.0% | +28.3% |
| 10Y | +302.5% | -52.0% | +354.5% | +255.3% |
| All | +302.5% | -51.3% | +353.9% | +255.3% |
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 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