+558.6%
QQQ vs BIDU
-48.7%
+607.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.7% |
| 7D | -0.6% | -8.1% | +7.5% | +1.2% |
| 30D | -1.2% | -12.8% | +11.6% | +1.5% |
| 3M | -0.2% | -21.3% | +21.1% | +4.7% |
| 6M | +17.9% | -27.0% | +44.9% | +25.0% |
| YTD | +16.6% | -30.0% | +46.7% | +24.1% |
| 1Y | +23.0% | -18.3% | +41.2% | +25.1% |
| 3Y | +92.9% | -33.8% | +126.8% | +99.5% |
| 5Y | +95.6% | -44.3% | +139.9% | +98.0% |
| All | +558.6% | -48.7% | +607.2% | +495.8% |
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