+84.7%
META vs BIDU
-53.5%
+138.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.8% | -0.1% |
| 7D | +3.1% | -2.3% | +5.4% | +3.7% |
| 30D | -18.2% | -7.3% | -10.9% | -16.6% |
| 3M | +7.8% | -26.0% | +33.8% | +16.4% |
| 6M | +3.6% | -44.5% | +48.1% | +20.1% |
| YTD | -5.3% | -40.6% | +35.3% | +6.5% |
| 1Y | +2.7% | -39.8% | +42.5% | +14.6% |
| 3Y | +91.5% | -26.7% | +118.2% | +91.8% |
| 5Y | +84.7% | -54.5% | +139.2% | +102.5% |
| All | +84.7% | -53.5% | +138.2% | +102.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling