-17.9%
FN vs BIDU
-40.0%
+22.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.1% | +5.8% | +5.8% |
| 7D | +8.0% | -0.8% | +8.8% | +8.8% |
| 30D | -19.1% | -5.4% | -13.8% | -16.2% |
| 3M | -29.8% | -24.7% | -5.1% | -16.4% |
| 6M | -43.2% | -45.3% | +2.1% | -19.0% |
| YTD | -18.9% | -39.0% | +20.0% | +6.8% |
| 1Y | -17.9% | -39.6% | +21.7% | +8.6% |
| All | -17.9% | -40.0% | +22.2% | +8.6% |
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 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