-24.5%
XYL vs BIDU
+1.5%
-26.0%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.1% | -6.1% | -2.2% |
| 7D | -5.0% | +2.4% | -7.5% | -5.2% |
| 30D | -13.2% | -10.5% | -2.7% | -12.8% |
| 3M | -3.7% | -26.2% | +22.5% | -2.3% |
| 6M | -17.7% | -16.4% | -1.3% | -17.4% |
| YTD | -21.5% | -23.9% | +2.3% | -21.3% |
| 1Y | -24.5% | +1.3% | -25.8% | -23.0% |
| All | -24.5% | +1.5% | -26.0% | -23.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling