-30.7%
FSLY vs BIDU
-40.1%
+9.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.7% | -4.0% | -3.6% |
| 7D | +4.9% | -4.6% | +9.4% | +7.0% |
| 30D | -33.5% | -4.5% | -29.0% | -32.0% |
| 3M | -44.6% | -25.4% | -19.3% | -36.8% |
| 6M | -9.2% | -48.1% | +38.8% | +21.2% |
| YTD | +63.3% | -40.2% | +103.5% | +97.1% |
| 1Y | +45.3% | -35.2% | +80.5% | +67.4% |
| 3Y | +3.7% | -27.1% | +30.9% | +1.9% |
| 5Y | -67.2% | -54.2% | -13.0% | -61.0% |
| All | -30.7% | -40.1% | +9.4% | -40.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling