+146.9%
FITB vs BIDU
+1,083.9%
-937.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.5% | +0.9% |
| 7D | +2.8% | -4.6% | +7.3% | +4.0% |
| 30D | +9.8% | -4.5% | +14.3% | +11.0% |
| 3M | -5.2% | -25.4% | +20.2% | +1.6% |
| 6M | +17.3% | -48.1% | +65.4% | +36.9% |
| YTD | +19.3% | -40.2% | +59.5% | +32.2% |
| 1Y | +32.7% | -35.2% | +67.9% | +43.5% |
| 3Y | +141.6% | -27.1% | +168.7% | +140.0% |
| 5Y | +48.9% | -54.2% | +103.0% | +53.7% |
| 10Y | +216.5% | -52.0% | +268.6% | +189.6% |
| All | +146.9% | +1,083.9% | -937.0% | +1.0% |
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