+3.1%
FERG vs BIDU
-34.6%
+37.7%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.5% | -1.8% | +2.0% |
| 7D | +7.7% | +1.2% | +6.5% | +7.5% |
| 30D | +11.5% | -7.5% | +19.0% | +12.8% |
| 3M | -2.4% | -28.6% | +26.2% | +2.6% |
| 6M | -4.0% | -36.9% | +32.9% | +2.5% |
| YTD | +13.4% | -38.4% | +51.8% | +19.6% |
| 1Y | +3.1% | -35.7% | +38.7% | +8.1% |
| All | +3.1% | -34.6% | +37.7% | +8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling