+92.6%
FFIV vs BIDU
-44.5%
+137.0%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.0% | +6.7% | +0.7% |
| 7D | -1.5% | -2.4% | +0.9% | -1.3% |
| 30D | -2.7% | -15.6% | +13.0% | -0.6% |
| 3M | -1.7% | -22.3% | +20.6% | +1.4% |
| 6M | +36.1% | -22.3% | +58.4% | +39.7% |
| YTD | +52.6% | -29.2% | +81.8% | +58.1% |
| 1Y | +21.5% | -14.8% | +36.3% | +21.8% |
| 3Y | +142.7% | -31.8% | +174.5% | +146.0% |
| 5Y | +92.6% | -43.1% | +135.7% | +94.3% |
| All | +92.6% | -44.5% | +137.0% | +94.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling