+777.0%
FIX vs BIDU
-30.8%
+807.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.1% | -2.2% | +1.0% |
| 7D | +6.0% | +2.4% | +3.6% | +5.4% |
| 30D | -7.2% | -10.5% | +3.2% | -5.0% |
| 3M | -15.9% | -26.2% | +10.4% | -10.2% |
| 6M | +12.7% | -16.4% | +29.1% | +16.6% |
| YTD | +72.8% | -23.9% | +96.7% | +82.0% |
| 1Y | +122.9% | +1.3% | +121.6% | +124.1% |
| All | +777.0% | -30.8% | +807.8% | +838.5% |
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