-43.8%
BIDU vs FDS
-23.5%
-20.3%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | 0.0% |
| 7D | -2.4% | -8.8% | +6.3% | -0.9% |
| 30D | -16.0% | -1.4% | -14.6% | -15.9% |
| 3M | -24.0% | +13.9% | -37.9% | -26.3% |
| 6M | -24.9% | +27.4% | -52.3% | -29.7% |
| YTD | -29.6% | -2.5% | -27.1% | -28.6% |
| 1Y | -15.2% | -23.8% | +8.6% | -6.0% |
| 3Y | -32.2% | -32.5% | +0.3% | -23.5% |
| 5Y | -43.8% | -23.2% | -20.6% | -40.1% |
| All | -43.8% | -23.5% | -20.3% | -40.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling