-80.9%
FIG vs BIDU
+6.8%
-87.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -3.2% |
| 7D | -14.5% | -2.4% | -12.0% | -14.2% |
| 30D | -13.3% | -16.0% | +2.6% | -11.9% |
| 3M | +7.4% | -24.0% | +31.4% | +10.1% |
| 6M | -27.8% | -24.9% | -2.9% | -27.3% |
| YTD | -41.1% | -29.6% | -11.5% | -40.4% |
| 1Y | -58.7% | -15.2% | -43.6% | -58.7% |
| All | -80.9% | +6.8% | -87.8% | -79.1% |
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 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