-28.0%
BIDU vs FIVE
+862.5%
-890.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.3% |
| 7D | -0.8% | -0.5% | -0.3% | -0.8% |
| 30D | -5.4% | +17.4% | -22.8% | -8.9% |
| 3M | -24.7% | +7.0% | -31.8% | -26.2% |
| 6M | -45.3% | +20.5% | -65.7% | -48.2% |
| YTD | -39.0% | +33.1% | -72.1% | -43.7% |
| 1Y | -39.6% | +67.1% | -106.6% | -47.2% |
| 3Y | -24.7% | +41.9% | -66.6% | -35.6% |
| 5Y | -52.3% | +21.1% | -73.4% | -59.0% |
| 10Y | -51.1% | +518.8% | -569.9% | -70.2% |
| All | -28.0% | +862.5% | -890.5% | -61.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling