+63.3%
UL vs BIDU
-49.1%
+112.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.3% |
| 7D | -4.1% | -5.2% | +1.2% | -3.8% |
| 30D | -1.2% | -14.5% | +13.3% | -0.3% |
| 3M | +6.0% | -22.9% | +28.9% | +7.5% |
| 6M | -5.5% | -27.8% | +22.3% | -4.0% |
| YTD | -3.3% | -30.7% | +27.3% | -1.8% |
| 1Y | -9.8% | -15.8% | +6.0% | -10.0% |
| 3Y | +20.1% | -33.2% | +53.4% | +20.6% |
| 5Y | +19.2% | -44.8% | +64.0% | +18.4% |
| All | +63.3% | -49.1% | +112.5% | +47.5% |
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