+260.0%
XLF vs BIDU
+1,294.4%
-1,034.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.1% | -0.3% |
| 7D | -1.0% | -2.4% | +1.4% | -0.6% |
| 30D | -1.3% | -16.0% | +14.7% | +1.9% |
| 3M | +9.1% | -24.0% | +33.2% | +14.6% |
| 6M | +14.4% | -24.9% | +39.2% | +19.3% |
| YTD | +5.1% | -29.6% | +34.6% | +10.4% |
| 1Y | +8.6% | -15.2% | +23.8% | +8.7% |
| 3Y | +74.4% | -32.2% | +106.6% | +76.8% |
| 5Y | +64.4% | -43.8% | +108.1% | +61.1% |
| 10Y | +251.6% | -49.5% | +301.1% | +222.4% |
| All | +260.0% | +1,294.4% | -1,034.4% | +63.2% |
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