+575.3%
FAST vs BIDU
-52.2%
+627.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.0% | -2.8% | -0.2% |
| 7D | +2.1% | +7.2% | -5.1% | +1.3% |
| 30D | +6.9% | -4.0% | +10.9% | +7.3% |
| 3M | +4.8% | -25.1% | +30.0% | +8.1% |
| 6M | +19.8% | -41.8% | +61.5% | +26.8% |
| YTD | +34.9% | -37.3% | +72.2% | +40.7% |
| 1Y | +32.8% | -35.6% | +68.3% | +37.7% |
| 3Y | +93.7% | -24.5% | +118.2% | +91.8% |
| 5Y | +105.3% | -48.3% | +153.6% | +105.8% |
| All | +575.3% | -52.2% | +627.6% | +539.5% |
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