+73.0%
XLF vs BIDU
-34.9%
+108.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.2% | -0.2% |
| 7D | -2.9% | -5.2% | +2.3% | -2.6% |
| 30D | -1.6% | -14.5% | +12.9% | -0.8% |
| 3M | +9.3% | -22.9% | +32.2% | +10.8% |
| 6M | +14.6% | -27.8% | +42.4% | +16.3% |
| YTD | +4.7% | -30.7% | +35.4% | +6.4% |
| 1Y | +8.6% | -15.8% | +24.4% | +8.3% |
| All | +73.0% | -34.9% | +108.0% | +74.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling