+655.3%
BIDU vs FDS
+887.9%
-232.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -4.3% | -2.7% | -4.9% |
| 7D | -2.4% | -5.4% | +2.9% | +0.2% |
| 30D | -15.6% | +1.6% | -17.2% | -16.7% |
| 3M | -22.3% | +17.7% | -40.0% | -30.0% |
| 6M | -22.3% | +29.1% | -51.3% | -35.1% |
| YTD | -29.2% | +1.0% | -30.1% | -33.9% |
| 1Y | -14.8% | -21.6% | +6.8% | -10.2% |
| 3Y | -31.8% | -30.1% | -1.7% | -25.6% |
| 5Y | -43.1% | -20.7% | -22.4% | -43.4% |
| 10Y | -50.6% | +78.3% | -128.9% | -72.8% |
| All | +655.3% | +887.9% | -232.6% | +52.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling