-9.5%
VMC vs BIDU
+1.5%
-11.0%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.1% | -3.1% | +0.7% |
| 7D | -4.3% | +2.4% | -6.7% | -4.4% |
| 30D | -8.2% | -10.5% | +2.2% | -7.9% |
| 3M | -7.0% | -26.2% | +19.2% | -5.5% |
| 6M | -10.8% | -16.4% | +5.6% | -10.3% |
| YTD | -7.4% | -23.9% | +16.5% | -6.8% |
| 1Y | -9.5% | +1.3% | -10.8% | -7.5% |
| All | -9.5% | +1.5% | -11.0% | -7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling