+34.0%
XLB vs BIDU
-33.5%
+67.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.0% | +6.0% | -0.2% |
| 7D | -0.2% | -2.4% | +2.2% | 0.0% |
| 30D | -1.7% | -15.6% | +13.9% | 0.0% |
| 3M | +4.4% | -22.3% | +26.6% | +7.1% |
| 6M | +5.0% | -22.3% | +27.3% | +7.4% |
| YTD | +15.5% | -29.2% | +44.6% | +19.0% |
| 1Y | +14.9% | -14.8% | +29.7% | +14.5% |
| All | +34.0% | -33.5% | +67.5% | +34.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling