-52.4%
FIS vs BIDU
-51.3%
-1.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.5% | +4.1% |
| 7D | +2.8% | -4.6% | +7.4% | +3.6% |
| 30D | -16.7% | -4.5% | -12.2% | -16.3% |
| 3M | -32.3% | -25.4% | -6.9% | -29.5% |
| 6M | -29.1% | -48.1% | +19.0% | -22.1% |
| YTD | -54.1% | -40.2% | -13.9% | -51.2% |
| 1Y | -53.7% | -35.2% | -18.5% | -51.5% |
| 3Y | -38.8% | -27.1% | -11.7% | -39.1% |
| 5Y | -71.1% | -54.2% | -16.9% | -70.3% |
| All | -52.4% | -51.3% | -1.0% | -59.2% |
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