+93.9%
QQQ vs BIDU
-45.6%
+139.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.8% |
| 7D | -1.3% | -5.2% | +4.0% | -0.3% |
| 30D | -1.4% | -14.5% | +13.1% | +1.3% |
| 3M | +2.3% | -22.9% | +25.2% | +7.0% |
| 6M | +16.9% | -27.8% | +44.7% | +23.1% |
| YTD | +15.6% | -30.7% | +46.3% | +22.2% |
| 1Y | +22.6% | -15.8% | +38.4% | +23.8% |
| 3Y | +93.5% | -33.2% | +126.8% | +98.7% |
| 5Y | +93.9% | -44.8% | +138.7% | +97.0% |
| All | +93.9% | -45.6% | +139.5% | +97.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling