+67.1%
V vs BIDU
-44.5%
+111.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -7.0% | +5.2% | -1.0% |
| 7D | -1.1% | -2.4% | +1.4% | -0.9% |
| 30D | +1.9% | -15.6% | +17.5% | +3.5% |
| 3M | +15.5% | -22.3% | +37.8% | +18.2% |
| 6M | +16.6% | -22.3% | +38.9% | +18.6% |
| YTD | +5.7% | -29.2% | +34.9% | +8.4% |
| 1Y | +8.6% | -14.8% | +23.4% | +8.0% |
| 3Y | +52.5% | -31.8% | +84.3% | +53.7% |
| 5Y | +67.1% | -43.1% | +110.2% | +66.6% |
| All | +67.1% | -44.5% | +111.6% | +66.6% |
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 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