+351.3%
FERG vs BIDU
-48.7%
+400.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.6% |
| 7D | -2.6% | -8.1% | +5.5% | -1.7% |
| 30D | -8.9% | -12.8% | +3.9% | -7.7% |
| 3M | -2.0% | -21.3% | +19.2% | +0.1% |
| 6M | -3.2% | -27.0% | +23.8% | -0.6% |
| YTD | +1.5% | -30.0% | +31.5% | +4.5% |
| 1Y | +0.5% | -18.3% | +18.7% | +1.5% |
| 3Y | +50.4% | -33.8% | +84.2% | +52.3% |
| 5Y | +68.7% | -44.3% | +113.0% | +69.1% |
| All | +351.3% | -48.7% | +400.0% | +368.4% |
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