-84.3%
FRMI vs BIDU
-24.5%
-59.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +4.1% | +1.3% | +3.6% |
| 7D | +2.4% | +2.4% | 0.0% | +1.4% |
| 30D | -17.3% | -10.5% | -6.8% | -13.7% |
| 3M | -17.2% | -26.2% | +9.1% | -4.6% |
| 6M | -43.4% | -16.4% | -27.0% | -40.8% |
| YTD | -36.0% | -23.9% | -12.1% | -29.4% |
| All | -84.3% | -24.5% | -59.8% | -83.2% |
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