+24,949.0%
FIX vs BIDU
+1,407.1%
+23,541.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.1% | -2.2% | +1.1% |
| 7D | +6.0% | +2.4% | +3.6% | +5.5% |
| 30D | -7.2% | -10.5% | +3.2% | -5.3% |
| 3M | -15.9% | -26.2% | +10.4% | -10.9% |
| 6M | +12.7% | -16.4% | +29.1% | +16.2% |
| YTD | +72.8% | -23.9% | +96.7% | +81.1% |
| 1Y | +122.9% | +1.3% | +121.6% | +119.8% |
| 3Y | +774.3% | -32.1% | +806.4% | +804.5% |
| 5Y | +2,049.5% | -39.0% | +2,088.4% | +2,026.4% |
| 10Y | +5,821.5% | -44.0% | +5,865.5% | +5,353.1% |
| All | +24,949.0% | +1,407.1% | +23,541.9% | +13,157.6% |
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