+24.5%
USB vs BIDU
-53.5%
+78.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | -0.1% |
| 7D | +1.2% | -2.3% | +3.5% | +1.4% |
| 30D | +6.3% | -7.3% | +13.6% | +7.1% |
| 3M | -6.1% | -26.0% | +19.8% | -3.3% |
| 6M | +13.0% | -44.5% | +57.5% | +19.7% |
| YTD | +16.6% | -40.6% | +57.1% | +21.8% |
| 1Y | +31.1% | -39.8% | +70.9% | +36.6% |
| 3Y | +100.9% | -26.7% | +127.6% | +99.5% |
| 5Y | +24.5% | -54.5% | +79.0% | +29.4% |
| All | +24.5% | -53.5% | +78.0% | +29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling