+2,187.2%
XLK vs BIDU
+1,272.6%
+914.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.1% |
| 7D | -0.4% | -5.2% | +4.8% | +0.6% |
| 30D | -0.5% | -14.5% | +14.0% | +2.5% |
| 3M | +5.0% | -22.9% | +27.9% | +10.3% |
| 6M | +32.9% | -27.8% | +60.7% | +40.8% |
| YTD | +29.0% | -30.7% | +59.6% | +37.2% |
| 1Y | +37.8% | -15.8% | +53.7% | +39.8% |
| 3Y | +118.7% | -33.2% | +151.9% | +125.9% |
| 5Y | +145.6% | -44.8% | +190.3% | +148.9% |
| 10Y | +791.5% | -50.3% | +841.8% | +766.5% |
| All | +2,187.2% | +1,272.6% | +914.6% | +1,203.9% |
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