-10.2%
BIDU vs FIVE
+868.1%
-878.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.1% | -1.0% | +2.9% |
| 7D | +2.4% | +4.3% | -1.8% | +1.4% |
| 30D | -10.5% | +12.5% | -23.0% | -13.1% |
| 3M | -26.2% | +31.2% | -57.4% | -31.1% |
| 6M | -16.4% | +14.4% | -30.8% | -20.0% |
| YTD | -23.9% | +33.9% | -57.8% | -29.8% |
| 1Y | +1.3% | +65.1% | -63.8% | -11.2% |
| 3Y | -32.1% | +49.0% | -81.1% | -42.6% |
| 5Y | -39.0% | +30.3% | -69.3% | -48.4% |
| 10Y | -44.0% | +481.1% | -525.2% | -65.6% |
| All | -10.2% | +868.1% | -878.3% | -52.2% |
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