+1,809.4%
FICO vs BIDU
+1,140.5%
+669.0%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.0% | -3.4% | -1.0% |
| 7D | -0.9% | +7.2% | -8.1% | -2.4% |
| 30D | +3.3% | -4.0% | +7.4% | +4.0% |
| 3M | -31.7% | -25.1% | -6.6% | -28.1% |
| 6M | -34.0% | -41.8% | +7.8% | -27.4% |
| YTD | -58.3% | -37.3% | -21.0% | -55.4% |
| 1Y | -57.9% | -35.6% | -22.4% | -55.4% |
| 3Y | -24.1% | -24.5% | +0.4% | -25.0% |
| 5Y | +85.3% | -48.3% | +133.6% | +85.6% |
| 10Y | +520.3% | -51.2% | +571.5% | +490.2% |
| All | +1,809.4% | +1,140.5% | +669.0% | +966.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling