+135.8%
FE vs BIDU
+1,407.1%
-1,271.3%
-55.7%
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% | -0.9% |
| 7D | +1.9% | +2.4% | -0.5% | +1.7% |
| 30D | -1.2% | -10.5% | +9.3% | -0.4% |
| 3M | +3.5% | -26.2% | +29.7% | +5.8% |
| 6M | -6.1% | -16.4% | +10.3% | -5.3% |
| YTD | +7.6% | -23.9% | +31.5% | +9.1% |
| 1Y | +11.9% | +1.3% | +10.6% | +10.2% |
| 3Y | +48.4% | -32.1% | +80.5% | +49.3% |
| 5Y | +44.8% | -39.0% | +83.8% | +42.3% |
| 10Y | +115.9% | -44.0% | +159.9% | +103.4% |
| All | +135.8% | +1,407.1% | -1,271.3% | +52.9% |
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 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