+548.6%
FAST vs BIDU
-50.9%
+599.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | +4.3% | -0.8% | +5.1% | +4.4% |
| 30D | +8.3% | -5.4% | +13.7% | +9.0% |
| 3M | +6.5% | -24.7% | +31.2% | +9.8% |
| 6M | +29.5% | -45.3% | +74.8% | +38.2% |
| YTD | +41.3% | -39.0% | +80.2% | +47.8% |
| 1Y | +37.4% | -39.6% | +76.9% | +43.7% |
| 3Y | +98.5% | -24.7% | +123.2% | +96.5% |
| 5Y | +111.1% | -52.3% | +163.4% | +114.5% |
| 10Y | +548.6% | -51.1% | +599.6% | +499.1% |
| All | +548.6% | -50.9% | +599.5% | +499.1% |
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