-21.7%
FN vs BIDU
-37.7%
+16.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -1.0% | +12.9% | +12.5% |
| 7D | +16.3% | +5.4% | +10.9% | +12.6% |
| 30D | -24.7% | -5.0% | -19.7% | -22.2% |
| 3M | -34.9% | -26.1% | -8.8% | -21.7% |
| 6M | -41.1% | -42.6% | +1.5% | -18.4% |
| YTD | -19.6% | -38.0% | +18.4% | +4.8% |
| All | -21.7% | -37.7% | +16.0% | +2.6% |
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