-44.0%
BIDU vs USFR
+20.6%
-64.6%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +1.0% |
| 7D | -8.1% | +0.1% | -8.3% | -8.0% |
| 30D | -12.8% | +0.4% | -13.2% | -12.4% |
| 3M | -21.3% | +1.0% | -22.3% | -20.2% |
| 6M | -27.0% | +2.0% | -29.0% | -25.6% |
| YTD | -30.0% | +2.8% | -32.8% | -28.5% |
| 1Y | -18.3% | +4.1% | -22.3% | -16.0% |
| 3Y | -33.8% | +14.1% | -48.0% | -30.1% |
| All | -44.0% | +20.6% | -64.6% | -45.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling