+135.9%
XLU vs BIDU
-48.7%
+184.6%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.3% |
| 7D | -1.6% | -8.1% | +6.5% | -1.3% |
| 30D | -3.3% | -12.8% | +9.5% | -2.8% |
| 3M | -3.2% | -21.3% | +18.1% | -2.3% |
| 6M | -7.0% | -27.0% | +20.0% | -6.0% |
| YTD | +0.6% | -30.0% | +30.7% | +1.7% |
| 1Y | +2.4% | -18.3% | +20.7% | +2.6% |
| 3Y | +46.3% | -33.8% | +80.1% | +46.8% |
| 5Y | +44.0% | -44.3% | +88.3% | +43.6% |
| All | +135.9% | -48.7% | +184.6% | +110.6% |
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