-14.2%
FSLY vs BIDU
-23.8%
+9.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.1% | -6.6% | -4.3% |
| 7D | -10.6% | +2.4% | -13.1% | -11.7% |
| 30D | -20.9% | -10.5% | -10.4% | -17.0% |
| 3M | +3.4% | -26.2% | +29.6% | +17.9% |
| 6M | +2.7% | -16.4% | +19.1% | +9.0% |
| YTD | +102.3% | -23.9% | +126.1% | +118.6% |
| 1Y | +182.1% | +1.3% | +180.8% | +159.0% |
| 3Y | -14.6% | -32.1% | +17.5% | -10.7% |
| 5Y | -55.9% | -39.0% | -16.9% | -54.1% |
| All | -14.2% | -23.8% | +9.6% | -33.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling