+93.9%
FTV vs BIDU
-39.5%
+133.4%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.1% | -5.0% | -1.6% |
| 7D | -4.5% | +2.4% | -6.9% | -4.9% |
| 30D | -7.1% | -10.5% | +3.4% | -5.5% |
| 3M | -7.2% | -26.2% | +19.0% | -2.9% |
| 6M | -1.5% | -16.4% | +14.9% | +0.2% |
| YTD | +3.5% | -23.9% | +27.3% | +6.4% |
| 1Y | +20.3% | +1.3% | +19.1% | +16.4% |
| 3Y | -3.1% | -32.1% | +29.0% | -1.7% |
| 5Y | +2.3% | -39.0% | +41.3% | +0.2% |
| 10Y | +76.3% | -44.0% | +120.4% | +48.5% |
| All | +93.9% | -39.5% | +133.4% | +60.4% |
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