-42.9%
FPS vs BIDU
-27.1%
-15.8%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.6% | -3.3% | -4.7% |
| 7D | -20.9% | +3.6% | -24.4% | -21.1% |
| 30D | -46.3% | -6.6% | -39.8% | -45.5% |
| 3M | -42.9% | -27.2% | -15.7% | -39.6% |
| All | -42.9% | -27.1% | -15.8% | -39.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling