+136.0%
XLC vs BIDU
-70.0%
+206.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.9% |
| 7D | +3.7% | -4.6% | +8.3% | +4.6% |
| 30D | -1.9% | -4.5% | +2.6% | -1.1% |
| 3M | -3.1% | -25.4% | +22.2% | +1.9% |
| 6M | -6.4% | -48.1% | +41.7% | +4.9% |
| YTD | -6.8% | -40.2% | +33.4% | +0.7% |
| 1Y | -1.7% | -35.2% | +33.5% | +4.3% |
| 3Y | +64.7% | -27.1% | +91.8% | +64.3% |
| 5Y | +41.1% | -54.2% | +95.3% | +48.0% |
| All | +136.0% | -70.0% | +206.0% | +141.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling