+604.5%
XYZ vs BIDU
-50.6%
+655.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.6% |
| 7D | -3.7% | -2.4% | -1.3% | -2.7% |
| 30D | +0.5% | -16.0% | +16.5% | +8.1% |
| 3M | +16.3% | -24.0% | +40.3% | +30.0% |
| 6M | +21.1% | -24.9% | +46.0% | +33.9% |
| YTD | +22.0% | -29.6% | +51.6% | +37.2% |
| 1Y | +5.2% | -15.2% | +20.3% | +5.0% |
| 3Y | +49.6% | -32.2% | +81.8% | +55.0% |
| 5Y | -68.4% | -43.8% | -24.7% | -66.3% |
| 10Y | +604.5% | -49.5% | +654.0% | +623.2% |
| All | +604.5% | -50.6% | +655.2% | +623.2% |
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