+49.3%
FERG vs BIDU
-34.9%
+84.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.8% |
| 7D | -1.0% | -5.2% | +4.2% | -0.2% |
| 30D | -11.8% | -14.5% | +2.7% | -9.9% |
| 3M | -1.2% | -22.9% | +21.7% | +2.3% |
| 6M | -2.3% | -27.8% | +25.5% | +1.7% |
| YTD | +0.8% | -30.7% | +31.5% | +5.2% |
| 1Y | +0.5% | -15.8% | +16.3% | +0.9% |
| All | +49.3% | -34.9% | +84.3% | +52.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling