+175.6%
FN vs BIDU
-54.4%
+230.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.7% | -8.0% | -7.5% |
| 7D | +0.3% | -4.6% | +4.8% | +1.4% |
| 30D | -16.5% | -4.5% | -12.0% | -15.5% |
| 3M | -42.1% | -25.4% | -16.7% | -37.8% |
| 6M | -52.9% | -48.1% | -4.8% | -45.4% |
| YTD | -28.0% | -40.2% | +12.2% | -18.9% |
| 1Y | -18.5% | -35.2% | +16.7% | -9.6% |
| 3Y | +93.9% | -27.1% | +121.0% | +104.5% |
| All | +175.6% | -54.4% | +230.1% | +202.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling