+539.5%
FICO vs BIDU
-50.9%
+590.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | +4.0% | -0.8% | +4.8% | +4.1% |
| 30D | -1.5% | -5.4% | +3.9% | -0.5% |
| 3M | -29.8% | -24.7% | -5.1% | -26.2% |
| 6M | -33.3% | -45.3% | +12.0% | -25.6% |
| YTD | -56.9% | -39.0% | -17.9% | -53.6% |
| 1Y | -59.5% | -39.6% | -19.9% | -56.4% |
| 3Y | -26.9% | -24.7% | -2.2% | -28.3% |
| 5Y | +92.9% | -52.3% | +145.2% | +97.3% |
| 10Y | +539.5% | -51.1% | +590.5% | +435.5% |
| All | +539.5% | -50.9% | +590.4% | +435.5% |
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 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