-43.1%
BIDU vs EXPD
+60.9%
-104.0%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -1.5% | -5.5% | -6.3% |
| 7D | -2.4% | -0.9% | -1.5% | -2.0% |
| 30D | -15.6% | +4.1% | -19.7% | -16.9% |
| 3M | -22.3% | +13.8% | -36.1% | -26.5% |
| 6M | -22.3% | +27.3% | -49.5% | -30.5% |
| YTD | -29.2% | +25.4% | -54.6% | -36.8% |
| 1Y | -14.8% | +54.4% | -69.2% | -31.7% |
| 3Y | -31.8% | +67.9% | -99.7% | -48.9% |
| 5Y | -43.1% | +59.2% | -102.3% | -59.9% |
| All | -43.1% | +60.9% | -104.0% | -59.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling