+105.3%
FAST vs BIDU
-54.4%
+159.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.7% |
| 7D | +4.2% | -4.6% | +8.7% | +4.5% |
| 30D | +6.7% | -4.5% | +11.2% | +7.0% |
| 3M | +8.0% | -25.4% | +33.4% | +10.1% |
| 6M | +27.4% | -48.1% | +75.5% | +33.1% |
| YTD | +40.5% | -40.2% | +80.7% | +44.7% |
| 1Y | +38.4% | -35.2% | +73.6% | +41.4% |
| 3Y | +98.7% | -27.1% | +125.8% | +97.1% |
| All | +105.3% | -54.4% | +159.7% | +108.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling