+448.7%
FIX vs BIDU
-25.8%
+474.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.0% | +2.4% | +4.8% |
| 7D | -17.5% | +7.2% | -24.6% | -18.9% |
| 30D | -41.6% | -4.0% | -37.5% | -41.0% |
| 3M | -40.6% | -25.1% | -15.5% | -36.7% |
| 6M | -49.4% | -41.8% | -7.6% | -43.3% |
| YTD | +9.2% | -37.3% | +46.5% | +19.9% |
| 1Y | +6.5% | -35.6% | +42.0% | +16.2% |
| 3Y | +448.7% | -24.5% | +473.2% | +452.1% |
| All | +448.7% | -25.8% | +474.5% | +452.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling