-67.8%
VFC vs BIDU
-51.6%
-16.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.5% | -0.5% |
| 7D | -1.4% | -0.8% | -0.6% | -1.2% |
| 30D | +30.7% | -5.4% | +36.1% | +32.3% |
| 3M | +40.6% | -24.7% | +65.3% | +49.3% |
| 6M | +16.5% | -45.3% | +61.8% | +32.2% |
| YTD | +16.2% | -39.0% | +55.1% | +27.2% |
| 1Y | +42.4% | -39.6% | +82.0% | +55.8% |
| 3Y | +48.1% | -24.7% | +72.8% | +48.4% |
| 5Y | -67.8% | -52.3% | -15.5% | -67.0% |
| All | -67.8% | -51.6% | -16.2% | -67.0% |
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