+1,077.0%
TER vs BIDU
-50.9%
+1,127.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.1% | +8.2% | +8.3% |
| 7D | +5.9% | -0.8% | +6.7% | +6.2% |
| 30D | -30.8% | -5.4% | -25.4% | -29.4% |
| 3M | -29.9% | -24.7% | -5.2% | -22.7% |
| 6M | -27.5% | -45.3% | +17.8% | -10.4% |
| YTD | +37.5% | -39.0% | +76.4% | +63.0% |
| 1Y | +50.3% | -39.6% | +89.8% | +78.3% |
| 3Y | +204.9% | -24.7% | +229.6% | +217.7% |
| 5Y | +89.2% | -52.3% | +141.5% | +114.2% |
| 10Y | +1,077.0% | -51.1% | +1,128.0% | +1,063.5% |
| All | +1,077.0% | -50.9% | +1,127.8% | +1,063.5% |
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 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