-93.2%
FRMI vs BIDU
-34.6%
-58.5%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +4.5% | -15.1% | -12.8% |
| 7D | -39.7% | +1.2% | -40.9% | -40.2% |
| 30D | -55.2% | -7.5% | -47.6% | -53.3% |
| 3M | -71.2% | -28.6% | -42.6% | -66.3% |
| 6M | -64.1% | -36.9% | -27.2% | -55.8% |
| YTD | -77.2% | -38.4% | -38.8% | -72.6% |
| 1Y | -93.2% | -35.7% | -57.5% | -92.0% |
| All | -93.2% | -34.6% | -58.5% | -92.0% |
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