-43.3%
BIDU vs FRSH
-72.6%
+29.2%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | -5.2% | -11.2% | +5.9% | -2.7% |
| 30D | -14.5% | -0.8% | -13.7% | -14.6% |
| 3M | -22.9% | +26.4% | -49.3% | -27.5% |
| 6M | -27.8% | +48.4% | -76.2% | -35.2% |
| YTD | -30.7% | -3.1% | -27.6% | -31.8% |
| 1Y | -15.8% | -8.7% | -7.1% | -16.2% |
| 3Y | -33.2% | -45.8% | +12.6% | -27.1% |
| All | -43.3% | -72.6% | +29.2% | -40.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling