+83.6%
USB vs BIDU
-50.9%
+134.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.1% | -0.1% |
| 7D | -0.5% | -0.8% | +0.3% | -0.4% |
| 30D | +5.7% | -5.4% | +11.1% | +6.5% |
| 3M | -4.7% | -24.7% | +20.0% | -1.1% |
| 6M | +13.4% | -45.3% | +58.7% | +22.6% |
| YTD | +17.0% | -39.0% | +56.0% | +23.6% |
| 1Y | +32.4% | -39.6% | +71.9% | +39.7% |
| 3Y | +101.7% | -24.7% | +126.4% | +99.9% |
| 5Y | +24.4% | -52.3% | +76.7% | +27.2% |
| 10Y | +83.6% | -51.1% | +134.6% | +64.6% |
| All | +83.6% | -50.9% | +134.5% | +64.6% |
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