+11.4%
FPS vs BIDU
-34.3%
+45.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -7.0% | +10.0% | +6.0% |
| 7D | +10.4% | -2.4% | +12.8% | +11.1% |
| 30D | -16.5% | -15.6% | -0.9% | -10.4% |
| 3M | -45.5% | -22.3% | -23.2% | -39.1% |
| 6M | +2.1% | -22.3% | +24.3% | +12.0% |
| All | +11.4% | -34.3% | +45.7% | +43.4% |
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