+51.6%
FANG vs BIDU
-16.8%
+68.5%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.2% |
| 7D | +2.9% | -8.1% | +11.0% | +2.8% |
| 30D | +2.6% | -12.8% | +15.4% | +2.6% |
| 3M | +7.6% | -21.3% | +28.9% | +7.6% |
| 6M | +17.3% | -27.0% | +44.3% | +18.0% |
| YTD | +38.7% | -30.0% | +68.7% | +39.4% |
| 1Y | +51.6% | -18.3% | +69.9% | +49.9% |
| All | +51.6% | -16.8% | +68.5% | +49.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling