-43.8%
BIDU vs EXR
-13.9%
-29.9%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +2.0% | +0.2% |
| 7D | -2.4% | -3.1% | +0.6% | -1.6% |
| 30D | -16.0% | -7.5% | -8.4% | -14.0% |
| 3M | -24.0% | -7.5% | -16.5% | -22.4% |
| 6M | -24.9% | -5.2% | -19.7% | -23.9% |
| YTD | -29.6% | +6.5% | -36.1% | -31.3% |
| 1Y | -15.2% | -2.0% | -13.1% | -15.3% |
| 3Y | -32.2% | +21.5% | -53.7% | -39.2% |
| 5Y | -43.8% | -11.5% | -32.3% | -43.6% |
| All | -43.8% | -13.9% | -29.9% | -43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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