+73.3%
VFC vs BIDU
+1,407.1%
-1,333.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.1% | -1.7% | +1.6% |
| 7D | -1.6% | +2.4% | -4.0% | -2.1% |
| 30D | -11.6% | -10.5% | -1.2% | -9.9% |
| 3M | -18.1% | -26.2% | +8.1% | -13.7% |
| 6M | -27.4% | -16.4% | -11.0% | -25.6% |
| YTD | -24.8% | -23.9% | -0.9% | -22.0% |
| 1Y | -8.2% | +1.3% | -9.5% | -10.7% |
| 3Y | -29.1% | -32.1% | +3.0% | -26.9% |
| 5Y | -79.2% | -39.0% | -40.2% | -79.2% |
| 10Y | -68.1% | -44.0% | -24.1% | -69.6% |
| All | +73.3% | +1,407.1% | -1,333.8% | +2.8% |
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