-34.4%
BIDU vs USFR
+14.1%
-48.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.5% |
| 7D | -5.2% | +0.1% | -5.3% | -5.1% |
| 30D | -14.5% | +0.3% | -14.8% | -14.1% |
| 3M | -22.9% | +1.0% | -23.8% | -21.5% |
| 6M | -27.8% | +1.9% | -29.7% | -26.5% |
| YTD | -30.7% | +2.7% | -33.3% | -29.4% |
| 1Y | -15.8% | +4.0% | -19.8% | -14.3% |
| All | -34.4% | +14.1% | -48.5% | -39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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