-35.7%
BIDU vs FIVE
+63.3%
-98.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +6.7% | -2.2% | +3.4% |
| 7D | +1.2% | +7.5% | -6.3% | -0.1% |
| 30D | -7.5% | +16.7% | -24.3% | -9.9% |
| 3M | -28.6% | +13.4% | -41.9% | -30.4% |
| 6M | -36.9% | +9.0% | -46.0% | -37.7% |
| YTD | -38.4% | +33.8% | -72.2% | -44.6% |
| 1Y | -35.7% | +61.2% | -96.8% | -43.9% |
| All | -35.7% | +63.3% | -98.9% | -43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling