+490.5%
FLUT vs BIDU
+1,407.1%
-916.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.1% | -6.2% | -2.4% |
| 7D | -1.6% | +2.4% | -4.1% | -1.8% |
| 30D | +7.7% | -10.5% | +18.2% | +8.4% |
| 3M | -0.7% | -26.2% | +25.5% | +1.1% |
| 6M | -11.2% | -16.4% | +5.2% | -10.5% |
| YTD | -53.4% | -23.9% | -29.6% | -52.9% |
| 1Y | -65.8% | +1.3% | -67.0% | -66.0% |
| 3Y | -44.9% | -32.1% | -12.8% | -44.5% |
| 5Y | -49.7% | -39.0% | -10.7% | -49.8% |
| 10Y | -9.7% | -44.0% | +34.3% | -10.6% |
| All | +490.5% | +1,407.1% | -916.6% | +464.4% |
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