+37.4%
FAST vs BIDU
-40.0%
+77.4%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | +4.3% | -0.8% | +5.1% | +4.3% |
| 30D | +8.3% | -5.4% | +13.7% | +8.4% |
| 3M | +6.5% | -24.7% | +31.2% | +7.0% |
| 6M | +29.5% | -45.3% | +74.8% | +30.7% |
| YTD | +41.3% | -39.0% | +80.2% | +42.3% |
| 1Y | +37.4% | -39.6% | +76.9% | +38.7% |
| All | +37.4% | -40.0% | +77.4% | +38.7% |
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