+31.6%
FAST vs BIDU
-34.6%
+66.2%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.5% | -2.8% | +1.6% |
| 7D | +3.4% | +1.2% | +2.3% | +3.4% |
| 30D | +5.5% | -7.5% | +13.0% | +5.6% |
| 3M | +7.6% | -28.6% | +36.1% | +8.2% |
| 6M | +19.8% | -36.9% | +56.7% | +20.7% |
| YTD | +35.5% | -38.4% | +73.9% | +36.4% |
| 1Y | +31.6% | -35.7% | +67.3% | +32.7% |
| All | +31.6% | -34.6% | +66.2% | +32.7% |
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