+545.7%
FICO vs BIDU
-52.8%
+598.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.3% |
| 7D | +0.9% | +3.6% | -2.7% | +0.1% |
| 30D | +9.4% | -6.6% | +16.0% | +10.8% |
| 3M | -30.4% | -27.2% | -3.2% | -26.3% |
| 6M | -35.1% | -43.5% | +8.4% | -28.2% |
| YTD | -56.8% | -39.0% | -17.8% | -53.5% |
| 1Y | -58.4% | -39.8% | -18.6% | -55.2% |
| 3Y | -26.7% | -24.8% | -1.9% | -28.1% |
| 5Y | +88.0% | -50.7% | +138.7% | +90.0% |
| 10Y | +545.7% | -51.2% | +597.0% | +441.8% |
| All | +545.7% | -52.8% | +598.5% | +441.8% |
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