+73.3%
NSC vs BIDU
-25.8%
+99.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.0% | -5.8% | -3.0% |
| 7D | -6.6% | +7.2% | -13.8% | -7.0% |
| 30D | +2.2% | -4.0% | +6.2% | +2.4% |
| 3M | -6.2% | -25.1% | +18.9% | -4.6% |
| 6M | +1.7% | -41.8% | +43.5% | +4.9% |
| YTD | +12.2% | -37.3% | +49.6% | +14.6% |
| 1Y | +15.4% | -35.6% | +51.0% | +17.5% |
| 3Y | +73.3% | -24.5% | +97.8% | +69.6% |
| All | +73.3% | -25.8% | +99.2% | +69.6% |
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