+50.9%
XYZ vs BIDU
-32.1%
+83.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -7.0% | +3.7% | -1.8% |
| 7D | +2.9% | -2.4% | +5.3% | +3.3% |
| 30D | +1.4% | -15.6% | +17.0% | +4.8% |
| 3M | +14.6% | -22.3% | +36.9% | +20.1% |
| 6M | +20.8% | -22.3% | +43.0% | +25.6% |
| YTD | +23.1% | -29.2% | +52.2% | +30.3% |
| 1Y | +5.6% | -14.8% | +20.5% | +6.3% |
| 3Y | +50.9% | -31.8% | +82.7% | +62.8% |
| All | +50.9% | -32.1% | +83.0% | +62.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling