-26.1%
FLUT vs BIDU
-51.7%
+25.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.7% | -1.4% | -3.8% |
| 7D | -1.2% | -2.3% | +1.1% | -0.9% |
| 30D | +5.0% | -7.3% | +12.3% | +6.0% |
| 3M | -16.4% | -26.0% | +9.5% | -13.2% |
| 6M | -14.6% | -44.5% | +29.9% | -8.1% |
| YTD | -61.9% | -40.6% | -21.3% | -59.7% |
| 1Y | -65.0% | -39.8% | -25.2% | -63.1% |
| 3Y | -44.8% | -26.7% | -18.1% | -44.7% |
| 5Y | -49.9% | -54.5% | +4.6% | -48.5% |
| All | -26.1% | -51.7% | +25.6% | -33.2% |
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