+183.3%
FDX vs BIDU
-50.4%
+233.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -7.0% | +4.4% | -1.3% |
| 7D | -3.3% | -2.4% | -0.9% | -2.9% |
| 30D | -1.4% | -15.6% | +14.2% | +1.6% |
| 3M | -4.5% | -22.3% | +17.8% | -0.3% |
| 6M | +9.4% | -22.3% | +31.7% | +13.2% |
| YTD | +36.0% | -29.2% | +65.2% | +42.5% |
| 1Y | +75.5% | -14.8% | +90.3% | +75.1% |
| 3Y | +62.8% | -31.8% | +94.6% | +65.3% |
| 5Y | +64.4% | -43.1% | +107.5% | +63.3% |
| All | +183.3% | -50.4% | +233.6% | +146.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling