-34.4%
BIDU vs FLR
+52.3%
-86.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.8% | -1.1% |
| 7D | -5.2% | -6.9% | +1.6% | -3.9% |
| 30D | -14.5% | +1.1% | -15.6% | -14.7% |
| 3M | -22.9% | +14.3% | -37.2% | -25.6% |
| 6M | -27.8% | +19.1% | -46.9% | -31.4% |
| YTD | -30.7% | +35.1% | -65.8% | -35.7% |
| 1Y | -15.8% | +29.5% | -45.3% | -21.7% |
| All | -34.4% | +52.3% | -86.8% | -45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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