-49.5%
BIDU vs FIVE
+486.0%
-535.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.2% | +0.1% |
| 7D | -2.4% | +1.7% | -4.1% | -2.9% |
| 30D | -16.0% | +5.0% | -21.0% | -17.2% |
| 3M | -24.0% | +29.5% | -53.5% | -29.3% |
| 6M | -24.9% | +12.4% | -37.3% | -28.1% |
| YTD | -29.6% | +31.2% | -60.8% | -35.2% |
| 1Y | -15.2% | +72.9% | -88.0% | -27.5% |
| 3Y | -32.2% | +53.0% | -85.2% | -44.0% |
| 5Y | -43.8% | +34.2% | -77.9% | -53.6% |
| 10Y | -49.5% | +497.6% | -547.1% | -67.3% |
| All | -49.5% | +486.0% | -535.5% | -67.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling