+1,888.9%
FAST vs BIDU
+1,407.1%
+481.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.1% | -3.3% | 0.0% |
| 7D | -0.4% | +2.4% | -2.8% | -0.8% |
| 30D | -0.8% | -10.5% | +9.7% | +0.9% |
| 3M | +5.8% | -26.2% | +32.0% | +10.9% |
| 6M | +8.0% | -16.4% | +24.4% | +10.1% |
| YTD | +25.6% | -23.9% | +49.5% | +29.6% |
| 1Y | +0.8% | +1.3% | -0.5% | -2.5% |
| 3Y | +86.1% | -32.1% | +118.2% | +88.3% |
| 5Y | +100.2% | -39.0% | +139.2% | +93.3% |
| 10Y | +494.2% | -44.0% | +538.2% | +438.4% |
| All | +1,888.9% | +1,407.1% | +481.8% | +847.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling