+242.8%
FFIV vs BIDU
-50.6%
+293.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.6% | +4.4% | +3.9% |
| 7D | +3.5% | -2.4% | +5.9% | +3.8% |
| 30D | -1.3% | -16.0% | +14.6% | +1.4% |
| 3M | +2.4% | -24.0% | +26.4% | +6.9% |
| 6M | +41.8% | -24.9% | +66.7% | +47.6% |
| YTD | +58.5% | -29.6% | +88.1% | +66.1% |
| 1Y | +24.3% | -15.2% | +39.5% | +24.8% |
| 3Y | +152.0% | -32.2% | +184.2% | +156.8% |
| 5Y | +99.1% | -43.8% | +142.9% | +99.7% |
| 10Y | +242.8% | -49.5% | +292.2% | +209.6% |
| All | +242.8% | -50.6% | +293.4% | +209.6% |
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