+2,723.0%
VRT vs BIDU
-56.9%
+2,779.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.1% | +0.3% | +3.2% |
| 7D | +9.1% | +2.4% | +6.7% | +8.4% |
| 30D | +0.9% | -10.5% | +11.4% | +3.8% |
| 3M | -13.4% | -26.2% | +12.8% | -6.2% |
| 6M | +11.7% | -16.4% | +28.1% | +16.5% |
| YTD | +73.2% | -23.9% | +97.1% | +85.1% |
| 1Y | +123.4% | +1.3% | +122.1% | +120.6% |
| 3Y | +606.2% | -32.1% | +638.3% | +645.8% |
| 5Y | +899.9% | -39.0% | +938.9% | +925.0% |
| All | +2,723.0% | -56.9% | +2,779.9% | +2,142.7% |
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