+50.3%
TER vs BIDU
-40.0%
+90.3%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.1% | +8.2% | +8.3% |
| 7D | +5.9% | -0.8% | +6.7% | +6.4% |
| 30D | -30.8% | -5.4% | -25.4% | -28.7% |
| 3M | -29.9% | -24.7% | -5.2% | -19.1% |
| 6M | -27.5% | -45.3% | +17.8% | -0.4% |
| YTD | +37.5% | -39.0% | +76.4% | +73.7% |
| 1Y | +50.3% | -39.6% | +89.8% | +90.4% |
| All | +50.3% | -40.0% | +90.3% | +90.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling