+1,131.6%
FTI vs BIDU
+1,302.3%
-170.7%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.0% | +4.9% | -0.3% |
| 7D | -0.2% | -2.4% | +2.2% | +0.4% |
| 30D | +12.3% | -15.6% | +28.0% | +16.8% |
| 3M | +13.8% | -22.3% | +36.1% | +20.2% |
| 6M | +24.3% | -22.3% | +46.5% | +29.8% |
| YTD | +75.8% | -29.2% | +104.9% | +87.2% |
| 1Y | +99.6% | -14.8% | +114.5% | +99.7% |
| 3Y | +278.4% | -31.8% | +310.2% | +286.6% |
| 5Y | +1,168.7% | -43.1% | +1,211.8% | +1,138.6% |
| 10Y | +297.5% | -50.6% | +348.2% | +269.0% |
| All | +1,131.6% | +1,302.3% | -170.7% | +408.2% |
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 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