+788.5%
XLK vs BIDU
-48.7%
+837.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.1% |
| 7D | +0.2% | -8.1% | +8.3% | +2.1% |
| 30D | -0.6% | -12.8% | +12.2% | +2.2% |
| 3M | +2.6% | -21.3% | +23.8% | +7.8% |
| 6M | +34.0% | -27.0% | +60.9% | +42.5% |
| YTD | +30.7% | -30.0% | +60.7% | +39.6% |
| 1Y | +39.2% | -18.3% | +57.5% | +42.2% |
| 3Y | +120.4% | -33.8% | +154.3% | +128.8% |
| 5Y | +148.8% | -44.3% | +193.1% | +152.7% |
| All | +788.5% | -48.7% | +837.1% | +691.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling