+148.7%
XLK vs BIDU
-44.1%
+192.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.1% |
| 7D | +0.2% | -8.1% | +8.3% | +1.8% |
| 30D | -0.6% | -12.8% | +12.2% | +1.8% |
| 3M | +2.6% | -21.3% | +23.8% | +7.0% |
| 6M | +34.0% | -27.0% | +60.9% | +41.2% |
| YTD | +30.7% | -30.0% | +60.7% | +38.3% |
| 1Y | +39.2% | -18.3% | +57.5% | +42.0% |
| 3Y | +120.4% | -33.8% | +154.3% | +127.4% |
| All | +148.7% | -44.1% | +192.8% | +152.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling