+2,478.6%
TER vs BIDU
+1,407.1%
+1,071.4%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.1% | +1.4% | +4.2% |
| 7D | +0.6% | +2.4% | -1.8% | -0.1% |
| 30D | -8.3% | -10.5% | +2.2% | -5.1% |
| 3M | -12.2% | -26.2% | +14.0% | -3.4% |
| 6M | +17.1% | -16.4% | +33.5% | +23.8% |
| YTD | +84.7% | -23.9% | +108.5% | +100.5% |
| 1Y | +199.9% | +1.3% | +198.6% | +194.7% |
| 3Y | +232.8% | -32.1% | +264.8% | +257.4% |
| 5Y | +198.6% | -39.0% | +237.5% | +207.2% |
| 10Y | +1,669.7% | -44.0% | +1,713.8% | +1,653.1% |
| All | +2,478.6% | +1,407.1% | +1,071.4% | +1,190.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling