+136.8%
XLP vs BIDU
-50.9%
+187.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -0.5% | -0.8% | +0.3% | -0.5% |
| 30D | +8.3% | -5.4% | +13.7% | +8.6% |
| 3M | +8.7% | -24.7% | +33.4% | +10.1% |
| 6M | +11.2% | -45.3% | +56.5% | +14.4% |
| YTD | +20.0% | -39.0% | +59.0% | +22.3% |
| 1Y | +21.3% | -39.6% | +60.9% | +23.7% |
| 3Y | +43.8% | -24.7% | +68.6% | +43.0% |
| 5Y | +43.3% | -52.3% | +95.6% | +44.2% |
| 10Y | +136.8% | -51.1% | +187.8% | +116.7% |
| All | +136.8% | -50.9% | +187.6% | +116.7% |
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