+131.3%
FTV vs BIDU
-52.5%
+183.8%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | +3.9% | -4.6% | +8.5% | +4.7% |
| 30D | +18.7% | -4.5% | +23.2% | +19.5% |
| 3M | +10.0% | -25.4% | +35.4% | +15.0% |
| 6M | +14.6% | -48.1% | +62.6% | +26.6% |
| YTD | +23.4% | -40.2% | +63.6% | +31.9% |
| 1Y | +31.3% | -35.2% | +66.5% | +38.0% |
| 3Y | +39.8% | -27.1% | +66.9% | +39.2% |
| 5Y | +17.7% | -54.2% | +71.9% | +21.4% |
| 10Y | +110.2% | -52.0% | +162.3% | +78.8% |
| All | +131.3% | -52.5% | +183.8% | +98.7% |
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