+1.3%
BIDU vs FIVE
+66.7%
-65.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.1% | -1.0% | +3.1% |
| 7D | +2.4% | +4.3% | -1.8% | +1.6% |
| 30D | -10.5% | +12.5% | -23.0% | -13.0% |
| 3M | -26.2% | +31.2% | -57.4% | -30.9% |
| 6M | -16.4% | +14.4% | -30.8% | -19.3% |
| YTD | -23.9% | +33.9% | -57.8% | -31.1% |
| 1Y | +1.3% | +65.1% | -63.8% | -14.1% |
| All | +1.3% | +66.7% | -65.4% | -14.1% |
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