+1,607.3%
FFIV vs BIDU
+1,107.7%
+499.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.2% |
| 7D | -4.2% | +3.6% | -7.7% | -5.0% |
| 30D | -33.9% | -6.6% | -27.3% | -32.9% |
| 3M | -22.6% | -27.2% | +4.6% | -17.1% |
| 6M | -10.4% | -43.5% | +33.1% | +1.4% |
| YTD | +24.3% | -39.0% | +63.3% | +36.6% |
| 1Y | +31.8% | -39.8% | +71.5% | +44.7% |
| 3Y | +99.5% | -24.8% | +124.3% | +98.3% |
| 5Y | +40.7% | -50.7% | +91.4% | +43.3% |
| 10Y | +126.9% | -51.2% | +178.1% | +110.0% |
| All | +1,607.3% | +1,107.7% | +499.6% | +712.7% |
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 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