+100.0%
FAST vs BIDU
-27.9%
+127.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +0.2% |
| 7D | +5.0% | -2.3% | +7.3% | +5.1% |
| 30D | +8.6% | -7.3% | +15.9% | +8.9% |
| 3M | +6.9% | -26.0% | +32.9% | +8.1% |
| 6M | +29.6% | -44.5% | +74.1% | +32.4% |
| YTD | +41.4% | -40.6% | +82.0% | +43.8% |
| 1Y | +38.5% | -39.8% | +78.3% | +40.7% |
| All | +100.0% | -27.9% | +127.8% | +94.7% |
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 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