-75.4%
QS vs BIDU
-45.6%
-29.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | +0.1% |
| 7D | -5.0% | -5.2% | +0.3% | -2.4% |
| 30D | -18.3% | -14.5% | -3.8% | -11.5% |
| 3M | -26.0% | -22.9% | -3.1% | -15.4% |
| 6M | -24.0% | -27.8% | +3.8% | -10.2% |
| YTD | -50.3% | -30.7% | -19.6% | -40.0% |
| 1Y | -38.0% | -15.8% | -22.2% | -34.3% |
| 3Y | -24.6% | -33.2% | +8.6% | -13.4% |
| 5Y | -75.4% | -44.8% | -30.6% | -68.6% |
| All | -75.4% | -45.6% | -29.8% | -68.6% |
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 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