+84.4%
FICO vs BIDU
-54.4%
+138.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.3% |
| 7D | +2.2% | -4.6% | +6.8% | +2.8% |
| 30D | +0.1% | -4.5% | +4.6% | +0.6% |
| 3M | -35.2% | -25.4% | -9.8% | -33.0% |
| 6M | -32.4% | -48.1% | +15.7% | -26.8% |
| YTD | -57.4% | -40.2% | -17.2% | -55.2% |
| 1Y | -58.5% | -35.2% | -23.3% | -57.0% |
| 3Y | -28.9% | -27.1% | -1.7% | -29.5% |
| All | +84.4% | -54.4% | +138.8% | +95.0% |
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