+136.4%
FE vs BIDU
+1,140.5%
-1,004.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.0% | -3.4% | -0.7% |
| 7D | 0.0% | +7.2% | -7.2% | -0.6% |
| 30D | +5.2% | -4.0% | +9.2% | +5.5% |
| 3M | 0.0% | -25.1% | +25.1% | +2.2% |
| 6M | +5.0% | -41.8% | +46.8% | +9.3% |
| YTD | +7.9% | -37.3% | +45.2% | +11.1% |
| 1Y | +6.3% | -35.6% | +41.9% | +9.1% |
| 3Y | +46.0% | -24.5% | +70.5% | +45.2% |
| 5Y | +45.6% | -48.3% | +93.9% | +45.1% |
| 10Y | +109.3% | -51.2% | +160.5% | +99.1% |
| All | +136.4% | +1,140.5% | -1,004.0% | +55.7% |
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