-53.7%
BIDU vs FDS
-23.2%
-30.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | -4.6% | +1.5% | -6.0% | -4.8% |
| 30D | -4.5% | +14.8% | -19.4% | -6.9% |
| 3M | -25.4% | +16.3% | -41.6% | -27.6% |
| 6M | -48.1% | +66.2% | -114.3% | -53.8% |
| YTD | -40.2% | +16.2% | -56.4% | -41.4% |
| 1Y | -35.2% | +21.8% | -57.1% | -37.8% |
| 3Y | -27.1% | -23.9% | -3.2% | -17.4% |
| All | -53.7% | -23.2% | -30.5% | -53.0% |
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 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