+36.6%
FFIV vs BIDU
-34.6%
+71.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.5% | -4.9% | -1.0% |
| 7D | -9.8% | +1.2% | -11.0% | -9.9% |
| 30D | -28.1% | -7.5% | -20.6% | -27.4% |
| 3M | -20.0% | -28.6% | +8.5% | -17.0% |
| 6M | -0.1% | -36.9% | +36.8% | +4.8% |
| YTD | +29.2% | -38.4% | +67.6% | +35.1% |
| 1Y | +36.6% | -35.7% | +72.2% | +42.1% |
| All | +36.6% | -34.6% | +71.2% | +42.1% |
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