+287.2%
VNQ vs BIDU
+1,294.4%
-1,007.2%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.5% | -0.9% |
| 7D | -0.9% | -2.4% | +1.6% | -0.5% |
| 30D | -2.2% | -16.0% | +13.7% | +0.6% |
| 3M | -1.9% | -24.0% | +22.1% | +2.5% |
| 6M | +3.2% | -24.9% | +28.1% | +7.4% |
| YTD | +9.4% | -29.6% | +39.0% | +14.5% |
| 1Y | +7.5% | -15.2% | +22.7% | +7.6% |
| 3Y | +31.1% | -32.2% | +63.2% | +32.8% |
| 5Y | +6.6% | -43.8% | +50.3% | +4.7% |
| 10Y | +63.9% | -49.5% | +113.4% | +50.4% |
| All | +287.2% | +1,294.4% | -1,007.2% | +75.2% |
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