-40.6%
BIDU vs USFR
+27.6%
-68.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | 0.0% | -7.0% | -7.0% |
| 7D | -2.4% | +0.1% | -2.5% | -2.5% |
| 30D | -15.6% | +0.3% | -16.0% | -15.8% |
| 3M | -22.3% | +1.0% | -23.3% | -22.8% |
| 6M | -22.3% | +1.9% | -24.2% | -23.4% |
| YTD | -29.2% | +2.7% | -31.8% | -30.5% |
| 1Y | -14.8% | +4.0% | -18.8% | -17.3% |
| 3Y | -31.8% | +14.0% | -45.8% | -38.3% |
| 5Y | -43.1% | +20.4% | -63.5% | -50.7% |
| 10Y | -50.6% | +28.1% | -78.7% | -59.3% |
| All | -40.6% | +27.6% | -68.2% | -49.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling