+1,072.7%
FTI vs BIDU
-45.6%
+1,118.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.6% | -1.3% | -2.7% |
| 7D | -5.6% | -5.2% | -0.4% | -5.0% |
| 30D | +0.4% | -14.5% | +14.9% | +2.4% |
| 3M | +8.1% | -22.9% | +31.0% | +11.5% |
| 6M | +16.7% | -27.8% | +44.5% | +20.8% |
| YTD | +70.0% | -30.7% | +100.6% | +76.6% |
| 1Y | +85.4% | -15.8% | +101.3% | +85.9% |
| 3Y | +265.9% | -33.2% | +299.2% | +270.3% |
| 5Y | +1,072.7% | -44.8% | +1,117.5% | +1,115.8% |
| All | +1,072.7% | -45.6% | +1,118.3% | +1,115.8% |
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