+754.4%
FN vs BIDU
-50.9%
+805.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.6% | -3.1% | -4.3% |
| 7D | -4.1% | +3.6% | -7.6% | -4.9% |
| 30D | -28.3% | -6.6% | -21.7% | -26.9% |
| 3M | -33.9% | -27.2% | -6.7% | -28.1% |
| 6M | -43.9% | -43.5% | -0.4% | -35.0% |
| YTD | -23.4% | -39.0% | +15.5% | -13.1% |
| 1Y | -25.4% | -39.8% | +14.4% | -15.1% |
| 3Y | +107.9% | -24.8% | +132.7% | +115.9% |
| 5Y | +195.1% | -50.7% | +245.7% | +216.9% |
| All | +754.4% | -50.9% | +805.3% | +687.6% |
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