-50.4%
BIDU vs EXEL
+375.2%
-425.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.3% |
| 7D | -8.1% | -4.9% | -3.2% | -7.3% |
| 30D | -12.8% | +11.4% | -24.2% | -14.4% |
| 3M | -21.3% | +4.9% | -26.2% | -22.2% |
| 6M | -27.0% | +34.4% | -61.4% | -30.9% |
| YTD | -30.0% | +28.0% | -58.1% | -33.3% |
| 1Y | -18.3% | +43.6% | -61.9% | -23.9% |
| 3Y | -33.8% | +155.2% | -189.0% | -45.9% |
| 5Y | -44.3% | +181.2% | -225.5% | -55.6% |
| All | -50.4% | +375.2% | -425.6% | -62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling