+509.1%
FAST vs BIDU
-47.5%
+556.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.1% | -3.3% | +0.3% |
| 7D | -0.4% | +2.4% | -2.8% | -0.6% |
| 30D | -0.8% | -10.5% | +9.7% | +0.4% |
| 3M | +5.8% | -26.2% | +32.0% | +9.2% |
| 6M | +8.0% | -16.4% | +24.4% | +9.5% |
| YTD | +25.6% | -23.9% | +49.5% | +28.3% |
| 1Y | +0.8% | +1.3% | -0.5% | -1.6% |
| 3Y | +86.1% | -32.1% | +118.2% | +88.0% |
| 5Y | +100.2% | -39.0% | +139.2% | +96.9% |
| All | +509.1% | -47.5% | +556.5% | +459.6% |
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