+143.7%
XLC vs BIDU
-64.9%
+208.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.8% |
| 7D | +0.5% | -8.1% | +8.6% | +2.0% |
| 30D | +2.1% | -12.8% | +14.9% | +4.4% |
| 3M | +0.7% | -21.3% | +22.0% | +4.7% |
| 6M | -3.2% | -27.0% | +23.8% | +1.4% |
| YTD | -3.8% | -30.0% | +26.3% | +1.0% |
| 1Y | -2.0% | -18.3% | +16.2% | -1.2% |
| 3Y | +71.4% | -33.8% | +105.2% | +75.4% |
| 5Y | +40.7% | -44.3% | +85.0% | +41.6% |
| All | +143.7% | -64.9% | +208.6% | +142.2% |
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 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