-7.8%
NVTS vs BIDU
-44.7%
+36.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.1% | +2.2% | +4.0% |
| 7D | +2.7% | +2.4% | +0.3% | +1.4% |
| 30D | -4.5% | -10.5% | +6.0% | +1.4% |
| 3M | -61.5% | -26.2% | -35.3% | -54.2% |
| 6M | +28.0% | -16.4% | +44.4% | +39.8% |
| YTD | +65.3% | -23.9% | +89.1% | +91.4% |
| 1Y | +113.0% | +1.3% | +111.7% | +109.2% |
| 3Y | +34.7% | -32.1% | +66.8% | +57.9% |
| All | -7.8% | -44.7% | +36.9% | +21.1% |
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