+537.5%
FAST vs BIDU
-51.7%
+589.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +0.4% |
| 7D | +5.0% | -2.3% | +7.3% | +5.3% |
| 30D | +8.6% | -7.3% | +15.9% | +9.5% |
| 3M | +6.9% | -26.0% | +32.9% | +10.4% |
| 6M | +29.6% | -44.5% | +74.1% | +38.0% |
| YTD | +41.4% | -40.6% | +82.0% | +48.5% |
| 1Y | +38.5% | -39.8% | +78.3% | +44.9% |
| 3Y | +98.7% | -26.7% | +125.5% | +97.3% |
| 5Y | +108.0% | -54.5% | +162.5% | +112.8% |
| All | +537.5% | -51.7% | +589.1% | +488.4% |
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