+1,855.0%
VRT vs BIDU
-65.4%
+1,920.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.6% | -1.5% | -2.7% |
| 7D | -17.7% | +3.6% | -21.3% | -18.6% |
| 30D | -20.0% | -6.6% | -13.4% | -18.5% |
| 3M | -28.1% | -27.2% | -0.9% | -21.9% |
| 6M | -42.8% | -43.5% | +0.6% | -33.9% |
| YTD | +20.0% | -39.0% | +59.0% | +35.8% |
| 1Y | +3.5% | -39.8% | +43.3% | +17.4% |
| 3Y | +366.1% | -24.8% | +390.9% | +380.8% |
| 5Y | +632.2% | -50.7% | +682.8% | +695.5% |
| All | +1,855.0% | -65.4% | +1,920.4% | +1,545.2% |
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