+14.3%
XLI vs BIDU
-16.8%
+31.1%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +1.0% |
| 7D | -1.7% | -8.1% | +6.5% | -0.9% |
| 30D | -7.3% | -12.8% | +5.6% | -6.2% |
| 3M | -1.3% | -21.3% | +19.9% | +0.6% |
| 6M | +2.2% | -27.0% | +29.2% | +4.5% |
| YTD | +11.7% | -30.0% | +41.8% | +14.3% |
| 1Y | +14.3% | -18.3% | +32.5% | +17.4% |
| All | +14.3% | -16.8% | +31.1% | +17.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling