+62.8%
META vs BIDU
-40.6%
+103.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.1% | -3.1% | -0.1% |
| 7D | +6.7% | +2.4% | +4.3% | +6.0% |
| 30D | +4.8% | -10.5% | +15.2% | +7.6% |
| 3M | -1.6% | -26.2% | +24.6% | +6.2% |
| 6M | -7.5% | -16.4% | +8.9% | -4.1% |
| YTD | -6.4% | -23.9% | +17.5% | -1.4% |
| 1Y | -17.3% | +1.3% | -18.6% | -20.6% |
| 3Y | +109.9% | -32.1% | +142.0% | +118.8% |
| All | +62.8% | -40.6% | +103.4% | +68.3% |
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