+169.4%
XLV vs BIDU
-48.7%
+218.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.3% |
| 7D | -3.6% | -8.1% | +4.6% | -2.8% |
| 30D | -1.8% | -12.8% | +11.0% | -0.7% |
| 3M | +7.8% | -21.3% | +29.1% | +9.9% |
| 6M | +9.1% | -27.0% | +36.1% | +11.6% |
| YTD | +7.7% | -30.0% | +37.8% | +10.4% |
| 1Y | +20.4% | -18.3% | +38.7% | +20.9% |
| 3Y | +30.8% | -33.8% | +64.6% | +32.1% |
| 5Y | +34.6% | -44.3% | +78.9% | +34.2% |
| All | +169.4% | -48.7% | +218.1% | +149.5% |
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