+76.9%
FICO vs BIDU
-48.7%
+125.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.0% | -3.4% | -0.8% |
| 7D | -0.9% | +7.2% | -8.1% | -1.8% |
| 30D | +3.3% | -4.0% | +7.4% | +3.8% |
| 3M | -31.7% | -25.1% | -6.6% | -29.5% |
| 6M | -34.0% | -41.8% | +7.8% | -29.8% |
| YTD | -58.3% | -37.3% | -21.0% | -56.4% |
| 1Y | -57.9% | -35.6% | -22.4% | -56.3% |
| 3Y | -24.1% | -24.5% | +0.4% | -25.0% |
| All | +76.9% | -48.7% | +125.7% | +81.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling