+743.6%
FN vs BIDU
-52.2%
+795.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +3.0% | +8.7% | +10.9% |
| 7D | 0.0% | +7.2% | -7.2% | -1.8% |
| 30D | -34.3% | -4.0% | -30.3% | -33.5% |
| 3M | -39.9% | -25.1% | -14.7% | -35.0% |
| 6M | -51.8% | -41.8% | -10.1% | -44.6% |
| YTD | -28.1% | -37.3% | +9.2% | -19.0% |
| 1Y | -29.1% | -35.6% | +6.5% | -20.5% |
| 3Y | +102.4% | -24.5% | +126.9% | +110.0% |
| 5Y | +171.7% | -48.3% | +219.9% | +187.9% |
| All | +743.6% | -52.2% | +795.8% | +705.2% |
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