+93.0%
FOXA vs BIDU
-45.6%
+138.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.6% | +2.2% |
| 7D | -3.7% | -5.2% | +1.5% | -3.2% |
| 30D | +5.4% | -14.5% | +19.8% | +6.9% |
| 3M | -3.7% | -22.9% | +19.2% | -1.3% |
| 6M | +12.6% | -27.8% | +40.4% | +15.8% |
| YTD | -10.0% | -30.7% | +20.7% | -7.2% |
| 1Y | +15.0% | -15.8% | +30.8% | +15.1% |
| 3Y | +115.1% | -33.2% | +148.3% | +117.5% |
| 5Y | +93.0% | -44.8% | +137.8% | +95.1% |
| All | +93.0% | -45.6% | +138.6% | +95.1% |
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