+533.6%
XLP vs BIDU
+1,407.1%
-873.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.1% | -4.9% | -1.1% |
| 7D | -1.0% | +2.4% | -3.4% | -1.2% |
| 30D | -0.9% | -10.5% | +9.6% | -0.2% |
| 3M | +3.8% | -26.2% | +30.0% | +5.8% |
| 6M | -1.7% | -16.4% | +14.7% | -1.0% |
| YTD | +10.3% | -23.9% | +34.1% | +11.6% |
| 1Y | +7.8% | +1.3% | +6.5% | +6.4% |
| 3Y | +27.2% | -32.1% | +59.3% | +27.9% |
| 5Y | +32.5% | -39.0% | +71.5% | +30.8% |
| 10Y | +101.8% | -44.0% | +145.8% | +93.2% |
| All | +533.6% | +1,407.1% | -873.6% | +372.4% |
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