-33.8%
BIDU vs FRSH
-46.4%
+12.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | -8.1% | -6.6% | -1.5% | -7.5% |
| 30D | -12.8% | +2.1% | -14.9% | -13.1% |
| 3M | -21.3% | +29.0% | -50.2% | -23.3% |
| 6M | -27.0% | +48.6% | -75.6% | -30.1% |
| YTD | -30.0% | -2.9% | -27.1% | -29.8% |
| 1Y | -18.3% | -7.9% | -10.4% | -17.5% |
| 3Y | -33.8% | -46.5% | +12.7% | -27.2% |
| All | -33.8% | -46.4% | +12.6% | -27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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