+168.3%
VFC vs BIDU
+1,083.9%
-915.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.7% | +2.6% | +3.1% |
| 7D | +1.6% | -4.6% | +6.2% | +2.5% |
| 30D | +25.5% | -4.5% | +30.0% | +26.6% |
| 3M | +41.3% | -25.4% | +66.6% | +48.9% |
| 6M | +22.2% | -48.1% | +70.3% | +37.4% |
| YTD | +16.4% | -40.2% | +56.6% | +26.3% |
| 1Y | +38.4% | -35.2% | +73.7% | +47.6% |
| 3Y | +56.2% | -27.1% | +83.3% | +59.4% |
| 5Y | -68.2% | -54.2% | -14.0% | -66.4% |
| 10Y | -48.4% | -52.0% | +3.7% | -49.3% |
| All | +168.3% | +1,083.9% | -915.6% | +66.5% |
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 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