-39.3%
VG vs BIDU
+19.0%
-58.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.1% | -4.5% | -0.4% |
| 7D | +1.7% | +2.4% | -0.7% | +1.7% |
| 30D | +16.0% | -10.5% | +26.5% | +16.3% |
| 3M | +9.7% | -26.2% | +35.9% | +10.6% |
| 6M | +29.6% | -16.4% | +46.0% | +27.9% |
| YTD | +112.0% | -23.9% | +135.9% | +112.5% |
| 1Y | +12.8% | +1.3% | +11.5% | +9.2% |
| All | -39.3% | +19.0% | -58.3% | -42.0% |
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