+38.4%
XLC vs BIDU
-41.9%
+80.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.0% | +6.5% | +0.6% |
| 7D | +0.6% | -2.4% | +3.0% | +0.9% |
| 30D | +0.2% | -15.6% | +15.9% | +2.7% |
| 3M | +0.6% | -22.3% | +22.9% | +4.3% |
| 6M | -4.5% | -22.3% | +17.8% | -1.7% |
| YTD | -4.7% | -29.2% | +24.5% | -0.9% |
| 1Y | -1.7% | -14.8% | +13.2% | -1.7% |
| 3Y | +72.3% | -31.8% | +104.1% | +75.0% |
| All | +38.4% | -41.9% | +80.4% | +39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling