+78.9%
NSC vs BIDU
-27.7%
+106.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.1% | -3.6% | +0.2% |
| 7D | -5.5% | +2.4% | -7.9% | -5.7% |
| 30D | -3.2% | -10.5% | +7.3% | -2.6% |
| 3M | +7.7% | -26.2% | +33.9% | +9.8% |
| 6M | +4.5% | -16.4% | +20.9% | +5.1% |
| YTD | +15.6% | -23.9% | +39.4% | +16.8% |
| 1Y | +19.8% | +1.3% | +18.6% | +16.7% |
| All | +78.9% | -27.7% | +106.6% | +78.1% |
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