+24.9%
VTEB vs BIDU
-39.5%
+64.4%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.8% | -0.7% |
| 7D | -1.2% | -5.2% | +4.0% | -1.2% |
| 30D | -2.9% | -14.5% | +11.6% | -2.7% |
| 3M | -3.2% | -22.9% | +19.7% | -2.9% |
| 6M | -2.6% | -27.8% | +25.2% | -2.4% |
| YTD | -1.8% | -30.7% | +28.8% | -1.6% |
| 1Y | +0.2% | -15.8% | +16.0% | +0.3% |
| 3Y | +8.2% | -33.2% | +41.4% | +8.3% |
| 5Y | +0.8% | -44.8% | +45.6% | +0.7% |
| 10Y | +17.7% | -50.3% | +67.9% | +16.4% |
| All | +24.9% | -39.5% | +64.4% | +24.1% |
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