+23.7%
FITB vs BIDU
-18.3%
+42.0%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.5% |
| 7D | -1.0% | -5.2% | +4.2% | -0.7% |
| 30D | -5.5% | -14.5% | +9.0% | -4.7% |
| 3M | +4.1% | -22.9% | +27.0% | +5.6% |
| 6M | +18.7% | -27.8% | +46.5% | +20.3% |
| YTD | +18.2% | -30.7% | +48.8% | +19.9% |
| 1Y | +23.7% | -15.8% | +39.5% | +24.5% |
| All | +23.7% | -18.3% | +42.0% | +24.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling