-41.2%
TECH vs BIDU
-51.6%
+10.4%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +0.1% | -0.8% | +0.9% | +0.2% |
| 30D | +0.3% | -5.4% | +5.7% | +1.2% |
| 3M | +1.0% | -24.7% | +25.7% | +5.7% |
| 6M | +54.0% | -45.3% | +99.3% | +69.7% |
| YTD | +24.3% | -39.0% | +63.3% | +32.6% |
| 1Y | +23.7% | -39.6% | +63.3% | +31.9% |
| 3Y | +28.5% | -24.7% | +53.2% | +25.7% |
| 5Y | -41.2% | -52.3% | +11.1% | -39.6% |
| All | -41.2% | -51.6% | +10.4% | -39.6% |
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