+767.2%
XLI vs BIDU
+1,302.3%
-535.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.0% | +6.5% | +0.7% |
| 7D | +1.0% | -2.4% | +3.4% | +1.3% |
| 30D | -5.8% | -15.6% | +9.8% | -3.3% |
| 3M | +0.7% | -22.3% | +23.0% | +4.6% |
| 6M | +3.2% | -22.3% | +25.4% | +6.6% |
| YTD | +13.0% | -29.2% | +42.2% | +18.1% |
| 1Y | +16.8% | -14.8% | +31.6% | +17.3% |
| 3Y | +72.4% | -31.8% | +104.2% | +75.2% |
| 5Y | +82.8% | -43.1% | +125.9% | +80.7% |
| 10Y | +252.4% | -50.6% | +303.1% | +233.3% |
| All | +767.2% | +1,302.3% | -535.1% | +389.9% |
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 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