+2,319.2%
VGT vs BIDU
+1,294.4%
+1,024.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.4% | 0.0% |
| 7D | +1.5% | -2.4% | +3.9% | +1.9% |
| 30D | +0.5% | -16.0% | +16.5% | +4.1% |
| 3M | +5.3% | -24.0% | +29.3% | +11.2% |
| 6M | +32.4% | -24.9% | +57.3% | +39.6% |
| YTD | +28.6% | -29.6% | +58.2% | +36.8% |
| 1Y | +37.6% | -15.2% | +52.8% | +39.3% |
| 3Y | +125.5% | -32.2% | +157.7% | +132.5% |
| 5Y | +135.2% | -43.8% | +179.0% | +137.7% |
| 10Y | +812.9% | -49.5% | +862.4% | +784.2% |
| All | +2,319.2% | +1,294.4% | +1,024.9% | +1,229.0% |
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