+33.6%
XLY vs BIDU
-34.3%
+67.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.8% |
| 7D | -1.7% | -8.1% | +6.4% | -0.5% |
| 30D | -4.2% | -12.8% | +8.6% | -2.4% |
| 3M | -2.7% | -21.3% | +18.6% | +0.5% |
| 6M | -0.6% | -27.0% | +26.3% | +3.2% |
| YTD | -5.0% | -30.0% | +25.0% | -1.2% |
| 1Y | -4.1% | -18.3% | +14.2% | -3.5% |
| 3Y | +33.6% | -33.8% | +67.4% | +36.0% |
| All | +33.6% | -34.3% | +67.9% | +36.0% |
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