+2,926.4%
V vs BIDU
+298.7%
+2,627.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.1% | -5.0% | -1.8% |
| 7D | -1.7% | +2.4% | -4.1% | -2.2% |
| 30D | +2.0% | -10.5% | +12.4% | +3.9% |
| 3M | +17.4% | -26.2% | +43.6% | +23.9% |
| 6M | +17.5% | -16.4% | +33.9% | +19.9% |
| YTD | +7.6% | -23.9% | +31.5% | +11.2% |
| 1Y | +7.7% | +1.3% | +6.4% | +3.4% |
| 3Y | +54.7% | -32.1% | +86.7% | +56.6% |
| 5Y | +73.0% | -39.0% | +112.0% | +66.7% |
| 10Y | +390.9% | -44.0% | +434.9% | +337.2% |
| All | +2,926.4% | +298.7% | +2,627.8% | +1,431.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling