+711.7%
BIDU vs EXR
+1,974.5%
-1,262.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.2% | +5.3% | +4.6% |
| 7D | +2.4% | -2.6% | +5.0% | +3.5% |
| 30D | -10.5% | -7.2% | -3.3% | -7.8% |
| 3M | -26.2% | -3.5% | -22.7% | -25.4% |
| 6M | -16.4% | -5.3% | -11.1% | -14.9% |
| YTD | -23.9% | +9.4% | -33.2% | -27.1% |
| 1Y | +1.3% | +1.3% | 0.0% | -0.3% |
| 3Y | -32.1% | +22.4% | -54.5% | -40.1% |
| 5Y | -39.0% | -12.2% | -26.7% | -39.8% |
| 10Y | -44.0% | +148.6% | -192.6% | -67.4% |
| All | +711.7% | +1,974.5% | -1,262.8% | +48.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling