-24.8%
BIDU vs FIVE
+43.9%
-68.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | +3.6% | +7.3% | -3.8% | +2.3% |
| 30D | -6.6% | +18.1% | -24.6% | -9.2% |
| 3M | -27.2% | +7.7% | -34.9% | -28.3% |
| 6M | -43.5% | +13.6% | -57.1% | -45.2% |
| YTD | -39.0% | +34.6% | -73.6% | -42.6% |
| 1Y | -39.8% | +66.2% | -106.0% | -45.3% |
| 3Y | -24.8% | +43.5% | -68.2% | -35.5% |
| All | -24.8% | +43.9% | -68.7% | -35.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling