+655.3%
BIDU vs FLR
+114.4%
+540.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +0.8% | -7.8% | -7.2% |
| 7D | -2.4% | +0.7% | -3.1% | -2.7% |
| 30D | -15.6% | -0.7% | -15.0% | -15.6% |
| 3M | -22.3% | +14.3% | -36.6% | -26.4% |
| 6M | -22.3% | +25.6% | -47.9% | -29.2% |
| YTD | -29.2% | +42.9% | -72.0% | -38.0% |
| 1Y | -14.8% | +38.7% | -53.6% | -25.4% |
| 3Y | -31.8% | +61.8% | -93.6% | -46.6% |
| 5Y | -43.1% | +254.1% | -297.2% | -67.2% |
| 10Y | -50.6% | +20.0% | -70.7% | -67.6% |
| All | +655.3% | +114.4% | +540.9% | +188.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling