+13.3%
FOXA vs BIDU
-16.8%
+30.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +1.1% |
| 7D | +0.8% | -8.1% | +8.9% | +1.0% |
| 30D | +5.0% | -12.8% | +17.9% | +5.4% |
| 3M | -3.0% | -21.3% | +18.3% | -2.4% |
| 6M | +14.8% | -27.0% | +41.7% | +16.1% |
| YTD | -8.9% | -30.0% | +21.1% | -7.3% |
| 1Y | +13.3% | -18.3% | +31.6% | +14.8% |
| All | +13.3% | -16.8% | +30.2% | +14.8% |
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