+146.6%
FITB vs BIDU
+1,407.1%
-1,260.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.1% | -4.3% | -1.2% |
| 7D | +0.6% | +2.4% | -1.8% | 0.0% |
| 30D | -4.7% | -10.5% | +5.7% | -2.4% |
| 3M | +6.7% | -26.2% | +32.9% | +14.2% |
| 6M | +12.6% | -16.4% | +29.0% | +15.6% |
| YTD | +19.1% | -23.9% | +43.0% | +24.4% |
| 1Y | +22.6% | +1.3% | +21.4% | +17.2% |
| 3Y | +127.1% | -32.1% | +159.2% | +131.3% |
| 5Y | +71.8% | -39.0% | +110.8% | +64.4% |
| 10Y | +287.2% | -44.0% | +331.2% | +241.5% |
| All | +146.6% | +1,407.1% | -1,260.5% | -4.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling