+481.1%
XLB vs BIDU
+1,083.9%
-602.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.3% |
| 7D | +0.5% | -4.6% | +5.1% | +1.4% |
| 30D | +5.2% | -4.5% | +9.7% | +6.0% |
| 3M | +0.3% | -25.4% | +25.7% | +5.8% |
| 6M | +1.2% | -48.1% | +49.2% | +13.9% |
| YTD | +16.6% | -40.2% | +56.8% | +26.5% |
| 1Y | +21.4% | -35.2% | +56.7% | +29.3% |
| 3Y | +43.2% | -27.1% | +70.3% | +43.6% |
| 5Y | +28.0% | -54.2% | +82.2% | +32.4% |
| 10Y | +164.8% | -52.0% | +216.8% | +149.3% |
| All | +481.1% | +1,083.9% | -602.8% | +199.2% |
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