+404.3%
META vs BIDU
-52.2%
+456.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.0% | -2.2% | 0.0% |
| 7D | -0.8% | +7.2% | -7.9% | -2.7% |
| 30D | -15.4% | -4.0% | -11.4% | -14.5% |
| 3M | +3.5% | -25.1% | +28.6% | +11.6% |
| 6M | -0.3% | -41.8% | +41.5% | +14.6% |
| YTD | -7.3% | -37.3% | +30.0% | +3.1% |
| 1Y | -1.1% | -35.6% | +34.5% | +8.7% |
| 3Y | +95.1% | -24.5% | +119.5% | +94.8% |
| 5Y | +80.6% | -48.3% | +128.8% | +90.0% |
| All | +404.3% | -52.2% | +456.5% | +357.5% |
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