+68.4%
FITB vs BIDU
-42.3%
+110.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | -0.4% | -2.4% | +2.1% | -0.1% |
| 30D | -5.1% | -16.0% | +10.8% | -3.2% |
| 3M | +3.5% | -24.0% | +27.5% | +6.8% |
| 6M | +17.2% | -24.9% | +42.1% | +20.4% |
| YTD | +17.6% | -29.6% | +47.2% | +21.5% |
| 1Y | +23.4% | -15.2% | +38.5% | +23.4% |
| 3Y | +129.7% | -32.2% | +161.9% | +132.7% |
| 5Y | +68.4% | -43.8% | +112.2% | +72.4% |
| All | +68.4% | -42.3% | +110.7% | +72.4% |
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