+67.1%
FDX vs BIDU
-27.0%
+94.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.1% | -4.6% | -1.0% |
| 7D | -2.5% | +2.4% | -4.9% | -2.8% |
| 30D | +3.8% | -10.5% | +14.3% | +4.8% |
| 3M | -1.3% | -26.2% | +24.9% | +1.5% |
| 6M | +5.0% | -16.4% | +21.4% | +6.0% |
| YTD | +39.6% | -23.9% | +63.5% | +41.8% |
| 1Y | +81.1% | +1.3% | +79.8% | +75.6% |
| All | +67.1% | -27.0% | +94.1% | +63.0% |
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