+141.1%
XRT vs BIDU
-50.9%
+192.0%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.1% | -0.1% |
| 7D | -1.4% | -0.8% | -0.6% | -1.3% |
| 30D | +9.8% | -5.4% | +15.2% | +10.9% |
| 3M | +3.3% | -24.7% | +28.0% | +8.6% |
| 6M | +13.6% | -45.3% | +58.9% | +26.1% |
| YTD | +9.1% | -39.0% | +48.0% | +17.4% |
| 1Y | +15.1% | -39.6% | +54.6% | +23.7% |
| 3Y | +59.9% | -24.7% | +84.7% | +58.5% |
| 5Y | -1.7% | -52.3% | +50.6% | +1.7% |
| 10Y | +141.1% | -51.1% | +192.2% | +112.9% |
| All | +141.1% | -50.9% | +192.0% | +112.9% |
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