-26.8%
FLUT vs BIDU
-51.3%
+24.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.1% |
| 7D | -0.7% | -4.6% | +3.9% | -0.1% |
| 30D | +9.3% | -4.5% | +13.8% | +9.9% |
| 3M | -17.5% | -25.4% | +7.9% | -14.4% |
| 6M | -14.6% | -48.1% | +33.5% | -7.2% |
| YTD | -62.3% | -40.2% | -22.1% | -60.1% |
| 1Y | -59.6% | -35.2% | -24.4% | -57.9% |
| 3Y | -45.3% | -27.1% | -18.2% | -45.1% |
| 5Y | -50.4% | -54.2% | +3.8% | -49.1% |
| All | -26.8% | -51.3% | +24.5% | -33.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling