-9.3%
FLUT vs BIDU
-48.7%
+39.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.8% |
| 7D | +0.4% | -8.1% | +8.6% | +1.6% |
| 30D | +2.5% | -12.8% | +15.3% | +4.3% |
| 3M | -9.2% | -21.3% | +12.0% | -6.5% |
| 6M | -8.2% | -27.0% | +18.7% | -5.1% |
| YTD | -53.2% | -30.0% | -23.2% | -51.5% |
| 1Y | -65.6% | -18.3% | -47.3% | -65.2% |
| 3Y | -43.6% | -33.8% | -9.7% | -42.5% |
| 5Y | -50.3% | -44.3% | -6.0% | -50.2% |
| All | -9.3% | -48.7% | +39.4% | -15.0% |
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