+1,802.9%
TER vs BIDU
-49.1%
+1,852.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.6% | -2.0% | -2.9% |
| 7D | +9.4% | -5.2% | +14.6% | +11.3% |
| 30D | -2.4% | -14.5% | +12.1% | +3.0% |
| 3M | +6.5% | -22.9% | +29.4% | +16.6% |
| 6M | +23.2% | -27.8% | +51.0% | +38.2% |
| YTD | +91.5% | -30.7% | +122.1% | +117.1% |
| 1Y | +214.8% | -15.8% | +230.6% | +229.2% |
| 3Y | +275.3% | -33.2% | +308.6% | +307.9% |
| 5Y | +211.9% | -44.8% | +256.7% | +233.3% |
| All | +1,802.9% | -49.1% | +1,852.1% | +1,740.1% |
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