+448.5%
XYL vs BIDU
-29.2%
+477.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -7.0% | +9.9% | +4.1% |
| 7D | +1.8% | -2.4% | +4.2% | +2.1% |
| 30D | -9.2% | -15.6% | +6.4% | -6.9% |
| 3M | -0.3% | -22.3% | +22.0% | +3.4% |
| 6M | -11.0% | -22.3% | +11.3% | -8.3% |
| YTD | -19.2% | -29.2% | +10.0% | -15.9% |
| 1Y | -21.2% | -14.8% | -6.4% | -21.2% |
| 3Y | +18.6% | -31.8% | +50.4% | +20.2% |
| 5Y | -14.3% | -43.1% | +28.8% | -14.9% |
| 10Y | +141.0% | -50.6% | +191.7% | +123.3% |
| All | +448.5% | -29.2% | +477.7% | +360.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling