-41.7%
TECH vs BIDU
-44.5%
+2.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.0% | +6.8% | +1.0% |
| 7D | +0.2% | -2.4% | +2.6% | +0.5% |
| 30D | +0.1% | -15.6% | +15.8% | +2.9% |
| 3M | +37.5% | -22.3% | +59.8% | +42.9% |
| 6M | +34.6% | -22.3% | +56.8% | +38.2% |
| YTD | +23.5% | -29.2% | +52.7% | +28.6% |
| 1Y | +34.4% | -14.8% | +49.2% | +33.1% |
| 3Y | +2.3% | -31.8% | +34.1% | +2.9% |
| 5Y | -41.7% | -43.1% | +1.4% | -42.5% |
| All | -41.7% | -44.5% | +2.7% | -42.5% |
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