-40.7%
FIS vs BIDU
-49.1%
+8.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.7% | +1.4% |
| 7D | -8.9% | -5.2% | -3.7% | -8.1% |
| 30D | -9.9% | -14.5% | +4.6% | -7.9% |
| 3M | 0.0% | -22.9% | +22.9% | +3.7% |
| 6M | -22.9% | -27.8% | +4.9% | -19.7% |
| YTD | -40.9% | -30.7% | -10.2% | -38.3% |
| 1Y | -40.4% | -15.8% | -24.6% | -40.3% |
| 3Y | -25.4% | -33.2% | +7.9% | -24.0% |
| 5Y | -64.8% | -44.8% | -20.0% | -64.8% |
| All | -40.7% | -49.1% | +8.5% | -48.9% |
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