+181.9%
FANG vs BIDU
-48.7%
+230.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.4% |
| 7D | +2.9% | -8.1% | +11.0% | +4.5% |
| 30D | +2.6% | -12.8% | +15.4% | +5.0% |
| 3M | +7.6% | -21.3% | +28.9% | +12.0% |
| 6M | +17.3% | -27.0% | +44.3% | +22.7% |
| YTD | +38.7% | -30.0% | +68.7% | +45.4% |
| 1Y | +51.6% | -18.3% | +69.9% | +52.1% |
| 3Y | +50.0% | -33.8% | +83.8% | +52.8% |
| 5Y | +237.6% | -44.3% | +281.9% | +232.1% |
| All | +181.9% | -48.7% | +230.6% | +127.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 10y: compounded portfolio wealth divided by compounded BIDU 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…
10y analysis · Full analysis span regression · 6 months rolling