+556.1%
VTR vs BIDU
+1,302.3%
-746.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.0% | +6.5% | +0.8% |
| 7D | -2.4% | -2.4% | 0.0% | -2.0% |
| 30D | -3.7% | -15.6% | +11.9% | -1.0% |
| 3M | +13.5% | -22.3% | +35.8% | +18.1% |
| 6M | +7.2% | -22.3% | +29.5% | +10.7% |
| YTD | +17.6% | -29.2% | +46.7% | +22.9% |
| 1Y | +35.4% | -14.8% | +50.2% | +34.9% |
| 3Y | +132.8% | -31.8% | +164.6% | +134.8% |
| 5Y | +88.7% | -43.1% | +131.8% | +83.9% |
| 10Y | +87.6% | -50.6% | +138.3% | +72.5% |
| All | +556.1% | +1,302.3% | -746.2% | +193.0% |
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