+2,001.0%
FFIV vs BIDU
+1,407.1%
+593.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.1% | -4.5% | -1.4% |
| 7D | -1.0% | +2.4% | -3.4% | -1.6% |
| 30D | -5.1% | -10.5% | +5.4% | -2.9% |
| 3M | -4.5% | -26.2% | +21.8% | +2.0% |
| 6M | +36.5% | -16.4% | +52.9% | +40.4% |
| YTD | +53.0% | -23.9% | +76.8% | +59.9% |
| 1Y | +24.2% | +1.3% | +22.9% | +19.6% |
| 3Y | +137.2% | -32.1% | +169.3% | +142.6% |
| 5Y | +91.8% | -39.0% | +130.7% | +85.4% |
| 10Y | +215.2% | -44.0% | +259.2% | +183.6% |
| All | +2,001.0% | +1,407.1% | +593.9% | +851.5% |
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