-20.9%
FN vs BIDU
-40.0%
+19.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.7% | -1.4% | -2.5% |
| 7D | +20.8% | -2.3% | +23.1% | +22.7% |
| 30D | -17.3% | -7.3% | -10.0% | -13.1% |
| 3M | -38.1% | -26.0% | -12.2% | -25.4% |
| 6M | -44.2% | -44.5% | +0.3% | -21.0% |
| YTD | -22.3% | -40.6% | +18.3% | +4.1% |
| 1Y | -20.9% | -39.8% | +18.9% | +4.9% |
| All | -20.9% | -40.0% | +19.1% | +4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling