-39.3%
FND vs BIDU
+1.5%
-40.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.1% | -2.3% | +1.1% |
| 7D | -5.2% | +2.4% | -7.6% | -5.5% |
| 30D | -19.9% | -10.5% | -9.4% | -18.8% |
| 3M | +2.7% | -26.2% | +28.9% | +7.5% |
| 6M | -21.7% | -16.4% | -5.3% | -20.3% |
| YTD | -17.5% | -23.9% | +6.4% | -15.2% |
| 1Y | -39.3% | +1.3% | -40.6% | -37.2% |
| All | -39.3% | +1.5% | -40.8% | -37.2% |
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 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