+92.6%
FAST vs BIDU
-27.7%
+120.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.1% | -3.3% | +0.6% |
| 7D | -0.4% | +2.4% | -2.8% | -0.5% |
| 30D | -0.8% | -10.5% | +9.7% | -0.4% |
| 3M | +5.8% | -26.2% | +32.0% | +6.9% |
| 6M | +8.0% | -16.4% | +24.4% | +8.5% |
| YTD | +25.6% | -23.9% | +49.5% | +26.5% |
| 1Y | +0.8% | +1.3% | -0.5% | -0.7% |
| All | +92.6% | -27.7% | +120.3% | +80.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling