+716.8%
FLEX vs BIDU
+1,127.7%
-410.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -1.0% | +13.0% | +12.3% |
| 7D | -7.2% | +5.4% | -12.5% | -8.7% |
| 30D | -34.8% | -5.0% | -29.7% | -33.7% |
| 3M | -35.6% | -26.1% | -9.4% | -29.9% |
| 6M | -45.0% | -42.6% | -2.5% | -36.0% |
| YTD | +29.4% | -38.0% | +67.4% | +48.1% |
| 1Y | +24.8% | -35.7% | +60.5% | +41.1% |
| 3Y | +304.4% | -22.9% | +327.4% | +316.2% |
| 5Y | +484.1% | -49.9% | +533.9% | +520.7% |
| 10Y | +640.4% | -52.0% | +692.4% | +632.3% |
| All | +716.8% | +1,127.7% | -410.9% | +288.1% |
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 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