-51.7%
BIDU vs EXPD
+335.0%
-386.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | -4.6% | +5.5% | -10.1% | -6.8% |
| 30D | -4.5% | -0.8% | -3.7% | -4.5% |
| 3M | -25.4% | +4.1% | -29.5% | -26.9% |
| 6M | -48.1% | +25.7% | -73.8% | -53.5% |
| YTD | -40.2% | +31.4% | -71.6% | -48.3% |
| 1Y | -35.2% | +42.2% | -77.4% | -46.1% |
| 3Y | -27.1% | +77.2% | -104.3% | -46.9% |
| 5Y | -54.2% | +61.0% | -115.2% | -65.9% |
| All | -51.7% | +335.0% | -386.7% | -74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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