+91.7%
USB vs BIDU
-52.2%
+144.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.0% | -3.5% | -0.9% |
| 7D | 0.0% | +7.2% | -7.2% | -1.0% |
| 30D | +5.8% | -4.0% | +9.9% | +6.4% |
| 3M | -6.0% | -25.1% | +19.2% | -2.3% |
| 6M | +7.8% | -41.8% | +49.5% | +15.4% |
| YTD | +14.6% | -37.3% | +51.9% | +20.6% |
| 1Y | +31.8% | -35.6% | +67.3% | +37.7% |
| 3Y | +91.5% | -24.5% | +116.0% | +89.9% |
| 5Y | +22.0% | -48.3% | +70.3% | +23.0% |
| All | +91.7% | -52.2% | +144.0% | +71.5% |
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