+282.0%
FITB vs BIDU
-49.1%
+331.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.7% |
| 7D | -1.0% | -5.2% | +4.2% | -0.1% |
| 30D | -5.5% | -14.5% | +9.0% | -3.0% |
| 3M | +4.1% | -22.9% | +27.0% | +8.7% |
| 6M | +18.7% | -27.8% | +46.5% | +24.5% |
| YTD | +18.2% | -30.7% | +48.8% | +24.3% |
| 1Y | +23.7% | -15.8% | +39.5% | +23.8% |
| 3Y | +130.8% | -33.2% | +164.0% | +135.3% |
| 5Y | +69.8% | -44.8% | +114.6% | +69.9% |
| All | +282.0% | -49.1% | +331.1% | +222.5% |
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