+124.8%
XRT vs BIDU
-50.6%
+175.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.1% | -1.5% |
| 7D | -2.4% | -2.4% | 0.0% | -2.0% |
| 30D | -6.9% | -16.0% | +9.0% | -4.1% |
| 3M | -0.4% | -24.0% | +23.6% | +4.3% |
| 6M | +2.2% | -24.9% | +27.1% | +6.5% |
| YTD | -0.7% | -29.6% | +28.9% | +4.1% |
| 1Y | -2.0% | -15.2% | +13.2% | -2.1% |
| 3Y | +41.0% | -32.2% | +73.2% | +43.4% |
| 5Y | -3.3% | -43.8% | +40.5% | -3.2% |
| 10Y | +124.8% | -49.5% | +174.3% | +98.2% |
| All | +124.8% | -50.6% | +175.5% | +98.2% |
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