+1,044.3%
FLEX vs BIDU
+1,407.1%
-362.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.1% | -2.6% | +0.3% |
| 7D | -0.9% | +2.4% | -3.3% | -1.6% |
| 30D | -10.1% | -10.5% | +0.3% | -7.4% |
| 3M | -31.3% | -26.2% | -5.1% | -25.3% |
| 6M | +71.3% | -16.4% | +87.7% | +80.7% |
| YTD | +81.2% | -23.9% | +105.1% | +95.9% |
| 1Y | +98.5% | +1.3% | +97.2% | +95.9% |
| 3Y | +428.2% | -32.1% | +460.3% | +461.9% |
| 5Y | +657.3% | -39.0% | +696.2% | +659.5% |
| 10Y | +995.9% | -44.0% | +1,040.0% | +937.3% |
| All | +1,044.3% | +1,407.1% | -362.9% | +413.5% |
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 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