+76.5%
FTV vs BIDU
-48.7%
+125.2%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.2% |
| 7D | -4.0% | -8.1% | +4.2% | -2.7% |
| 30D | -11.0% | -12.8% | +1.8% | -9.2% |
| 3M | -8.4% | -21.3% | +12.9% | -5.2% |
| 6M | -2.6% | -27.0% | +24.4% | +1.4% |
| YTD | -0.6% | -30.0% | +29.4% | +3.6% |
| 1Y | +11.0% | -18.3% | +29.2% | +11.4% |
| 3Y | -6.3% | -33.8% | +27.5% | -4.7% |
| 5Y | -1.5% | -44.3% | +42.8% | -2.1% |
| All | +76.5% | -48.7% | +125.2% | +51.8% |
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 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