-80.3%
FIG vs BIDU
+7.4%
-87.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -7.0% | +1.3% | -4.9% |
| 7D | -16.4% | -2.4% | -13.9% | -16.1% |
| 30D | -2.3% | -15.6% | +13.3% | -0.8% |
| 3M | +7.8% | -22.3% | +30.1% | +10.2% |
| 6M | -21.8% | -22.3% | +0.4% | -21.7% |
| YTD | -39.1% | -29.2% | -10.0% | -38.4% |
| 1Y | -56.6% | -14.8% | -41.8% | -56.7% |
| All | -80.3% | +7.4% | -87.7% | -78.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling