+15,727.3%
FIX vs BIDU
+1,140.5%
+14,586.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.0% | +2.4% | +4.9% |
| 7D | -17.5% | +7.2% | -24.6% | -18.7% |
| 30D | -41.6% | -4.0% | -37.5% | -41.1% |
| 3M | -40.6% | -25.1% | -15.5% | -37.3% |
| 6M | -49.4% | -41.8% | -7.6% | -44.0% |
| YTD | +9.2% | -37.3% | +46.5% | +18.7% |
| 1Y | +6.5% | -35.6% | +42.0% | +15.0% |
| 3Y | +448.7% | -24.5% | +473.2% | +456.2% |
| 5Y | +948.7% | -48.3% | +997.0% | +973.2% |
| 10Y | +3,659.7% | -51.2% | +3,710.9% | +3,451.5% |
| All | +15,727.3% | +1,140.5% | +14,586.9% | +8,588.4% |
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