-50.4%
BIDU vs FDS
+64.8%
-115.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.2% |
| 7D | -8.1% | -14.0% | +5.9% | -4.2% |
| 30D | -12.8% | -6.2% | -6.6% | -11.5% |
| 3M | -21.3% | +10.2% | -31.4% | -24.5% |
| 6M | -27.0% | +27.4% | -54.4% | -34.3% |
| YTD | -30.0% | -9.3% | -20.8% | -29.7% |
| 1Y | -18.3% | -28.6% | +10.4% | -10.5% |
| 3Y | -33.8% | -36.8% | +3.0% | -25.5% |
| 5Y | -44.3% | -28.6% | -15.7% | -41.2% |
| All | -50.4% | +64.8% | -115.2% | -64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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