+1,315.5%
FERG vs BIDU
+124.2%
+1,191.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.3% |
| 7D | +0.9% | -2.4% | +3.3% | +1.1% |
| 30D | -15.1% | -16.0% | +0.9% | -14.1% |
| 3M | -4.8% | -24.0% | +19.2% | -3.2% |
| 6M | -2.5% | -24.9% | +22.4% | -0.9% |
| YTD | +1.8% | -29.6% | +31.4% | +3.7% |
| 1Y | -0.3% | -15.2% | +14.8% | +0.2% |
| 3Y | +52.9% | -32.2% | +85.1% | +53.9% |
| 5Y | +69.3% | -43.8% | +113.1% | +69.4% |
| 10Y | +352.7% | -49.5% | +402.2% | +354.5% |
| All | +1,315.5% | +124.2% | +1,191.3% | +1,238.5% |
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