-14.5%
BIDU vs FIVE
+73.2%
-87.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.2% | 0.0% |
| 7D | -2.4% | +1.7% | -4.1% | -2.8% |
| 30D | -16.0% | +5.0% | -21.0% | -17.1% |
| 3M | -24.0% | +29.5% | -53.5% | -29.0% |
| 6M | -24.9% | +12.4% | -37.3% | -27.5% |
| YTD | -29.6% | +31.2% | -60.8% | -36.7% |
| All | -14.5% | +73.2% | -87.7% | -28.3% |
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 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