-83.2%
FIG vs BIDU
-9.3%
-73.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.7% | +2.1% | +2.7% |
| 7D | +3.4% | -4.6% | +8.0% | +4.1% |
| 30D | -9.5% | -4.5% | -4.9% | -8.9% |
| 3M | -26.2% | -25.4% | -0.8% | -23.9% |
| 6M | +2.7% | -48.1% | +50.8% | +10.2% |
| YTD | -48.0% | -40.2% | -7.8% | -46.3% |
| 1Y | -52.0% | -35.2% | -16.8% | -51.7% |
| All | -83.2% | -9.3% | -73.9% | -81.1% |
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