+3,800.0%
FIX vs BIDU
-51.3%
+3,851.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -1.0% | +10.4% | +9.6% |
| 7D | -7.2% | +5.4% | -12.6% | -8.2% |
| 30D | -35.1% | -5.0% | -30.1% | -34.6% |
| 3M | -34.3% | -26.1% | -8.1% | -31.0% |
| 6M | -42.9% | -42.6% | -0.4% | -37.7% |
| YTD | +19.5% | -38.0% | +57.4% | +28.5% |
| 1Y | +16.8% | -35.7% | +52.4% | +24.8% |
| 3Y | +506.7% | -22.9% | +529.6% | +515.6% |
| 5Y | +1,046.7% | -49.9% | +1,096.6% | +1,094.1% |
| 10Y | +3,800.0% | -52.0% | +3,851.9% | +3,623.2% |
| All | +3,800.0% | -51.3% | +3,851.3% | +3,623.2% |
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