-63.9%
XYZ vs BIDU
-48.7%
-15.2%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.0% | -1.3% | +0.5% |
| 7D | +12.1% | +7.2% | +5.0% | +9.2% |
| 30D | +12.4% | -4.0% | +16.4% | +14.5% |
| 3M | +8.2% | -25.1% | +33.3% | +21.2% |
| 6M | +20.7% | -41.8% | +62.5% | +48.2% |
| YTD | +31.3% | -37.3% | +68.7% | +53.4% |
| 1Y | +20.5% | -35.6% | +56.1% | +37.9% |
| 3Y | +72.6% | -24.5% | +97.1% | +66.4% |
| All | -63.9% | -48.7% | -15.2% | -57.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling