+488.9%
FDX vs BIDU
+1,407.1%
-918.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.1% | -4.6% | -1.3% |
| 7D | -2.5% | +2.4% | -4.9% | -3.0% |
| 30D | +3.8% | -10.5% | +14.3% | +5.7% |
| 3M | -1.3% | -26.2% | +24.9% | +3.9% |
| 6M | +5.0% | -16.4% | +21.4% | +7.3% |
| YTD | +39.6% | -23.9% | +63.5% | +44.4% |
| 1Y | +81.1% | +1.3% | +79.8% | +75.2% |
| 3Y | +63.0% | -32.1% | +95.1% | +66.0% |
| 5Y | +65.6% | -39.0% | +104.6% | +62.2% |
| 10Y | +183.4% | -44.0% | +227.4% | +163.6% |
| All | +488.9% | +1,407.1% | -918.2% | +218.2% |
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