-99.2%
NVD vs BIDU
-28.5%
-70.7%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -7.0% | +10.8% | +0.2% |
| 7D | -7.7% | -2.4% | -5.2% | -8.6% |
| 30D | -5.8% | -15.6% | +9.8% | -12.7% |
| 3M | -23.2% | -22.3% | -0.9% | -31.0% |
| 6M | -49.7% | -22.3% | -27.5% | -53.1% |
| YTD | -47.7% | -29.2% | -18.5% | -52.5% |
| 1Y | -61.3% | -14.8% | -46.5% | -60.6% |
| 3Y | -99.2% | -31.8% | -67.4% | -99.1% |
| All | -99.2% | -28.5% | -70.7% | -99.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling