+41.9%
XLP vs BIDU
-25.8%
+67.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.0% | -4.3% | -1.3% |
| 7D | +0.7% | +7.2% | -6.4% | +0.7% |
| 30D | +10.3% | -4.0% | +14.3% | +10.3% |
| 3M | +6.5% | -25.1% | +31.7% | +6.8% |
| 6M | +8.4% | -41.8% | +50.1% | +9.0% |
| YTD | +18.2% | -37.3% | +55.5% | +18.5% |
| 1Y | +22.4% | -35.6% | +58.0% | +22.6% |
| 3Y | +41.9% | -24.5% | +66.4% | +38.7% |
| All | +41.9% | -25.8% | +67.7% | +38.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling