+1,155.4%
VUG vs BIDU
+1,407.1%
-251.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.1% | -4.6% | -1.3% |
| 7D | -0.1% | +2.4% | -2.5% | -0.6% |
| 30D | -0.3% | -10.5% | +10.2% | +1.6% |
| 3M | -0.7% | -26.2% | +25.5% | +4.9% |
| 6M | +14.6% | -16.4% | +31.0% | +17.6% |
| YTD | +9.0% | -23.9% | +32.9% | +13.3% |
| 1Y | +14.9% | +1.3% | +13.6% | +11.9% |
| 3Y | +86.0% | -32.1% | +118.1% | +90.6% |
| 5Y | +76.7% | -39.0% | +115.7% | +75.1% |
| 10Y | +411.3% | -44.0% | +455.3% | +383.7% |
| All | +1,155.4% | +1,407.1% | -251.7% | +612.0% |
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