+602.8%
FICO vs BIDU
-51.1%
+653.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.0% | +7.1% | +1.5% |
| 7D | -15.4% | -2.4% | -13.0% | -15.2% |
| 30D | -10.4% | -15.6% | +5.3% | -7.7% |
| 3M | -22.7% | -22.3% | -0.4% | -19.3% |
| 6M | -36.8% | -22.3% | -14.5% | -34.6% |
| YTD | -44.8% | -29.2% | -15.6% | -42.2% |
| 1Y | -39.3% | -14.8% | -24.5% | -39.7% |
| 3Y | +3.7% | -31.8% | +35.5% | +5.0% |
| 5Y | +101.7% | -43.1% | +144.8% | +97.8% |
| 10Y | +602.8% | -50.6% | +653.4% | +492.7% |
| All | +602.8% | -51.1% | +653.8% | +492.7% |
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 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