+482.3%
XLB vs BIDU
+1,076.2%
-593.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.7% | +1.4% | -0.8% |
| 7D | 0.0% | -2.3% | +2.3% | +0.5% |
| 30D | +5.3% | -7.3% | +12.6% | +6.8% |
| 3M | 0.0% | -26.0% | +26.0% | +5.6% |
| 6M | +1.2% | -44.5% | +45.7% | +12.4% |
| YTD | +16.9% | -40.6% | +57.5% | +27.0% |
| 1Y | +20.9% | -39.8% | +60.7% | +30.5% |
| 3Y | +43.3% | -26.7% | +70.0% | +43.5% |
| 5Y | +28.3% | -54.5% | +82.8% | +32.9% |
| 10Y | +165.3% | -52.4% | +217.7% | +150.2% |
| All | +482.3% | +1,076.2% | -593.9% | +200.2% |
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