+5,993.3%
FIX vs BIDU
-51.1%
+6,044.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -7.0% | +9.3% | +3.5% |
| 7D | +6.1% | -2.4% | +8.5% | +6.4% |
| 30D | -2.7% | -15.6% | +13.0% | 0.0% |
| 3M | -10.9% | -22.3% | +11.3% | -7.3% |
| 6M | +29.0% | -22.3% | +51.3% | +33.9% |
| YTD | +76.9% | -29.2% | +106.0% | +86.2% |
| 1Y | +130.7% | -14.8% | +145.6% | +135.4% |
| 3Y | +790.7% | -31.8% | +822.4% | +817.6% |
| 5Y | +2,185.6% | -43.1% | +2,228.7% | +2,224.9% |
| 10Y | +5,993.3% | -50.6% | +6,043.9% | +5,437.3% |
| All | +5,993.3% | -51.1% | +6,044.4% | +5,437.3% |
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