+109.2%
FE vs BIDU
-51.1%
+160.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.0% | +6.3% | -0.4% |
| 7D | +0.6% | -2.4% | +3.1% | +0.7% |
| 30D | -2.1% | -15.6% | +13.5% | -1.5% |
| 3M | +2.6% | -22.3% | +24.9% | +3.6% |
| 6M | -6.8% | -22.3% | +15.5% | -6.1% |
| YTD | +6.9% | -29.2% | +36.0% | +8.0% |
| 1Y | +11.6% | -14.8% | +26.4% | +11.4% |
| 3Y | +47.7% | -31.8% | +79.5% | +48.0% |
| 5Y | +46.2% | -43.1% | +89.3% | +45.6% |
| 10Y | +109.2% | -50.6% | +159.8% | +79.3% |
| All | +109.2% | -51.1% | +160.2% | +79.3% |
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