+89.2%
USB vs BIDU
-51.3%
+140.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.5% | +2.7% |
| 7D | +0.8% | +5.4% | -4.6% | 0.0% |
| 30D | +6.8% | -5.0% | +11.8% | +7.5% |
| 3M | -3.8% | -26.1% | +22.4% | +0.1% |
| 6M | +11.7% | -42.6% | +54.3% | +19.9% |
| YTD | +17.5% | -38.0% | +55.5% | +23.8% |
| 1Y | +33.8% | -35.7% | +69.4% | +39.8% |
| 3Y | +104.2% | -22.9% | +127.2% | +101.8% |
| 5Y | +26.4% | -49.9% | +76.3% | +28.1% |
| 10Y | +89.2% | -52.0% | +141.2% | +70.0% |
| All | +89.2% | -51.3% | +140.5% | +70.0% |
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 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