+171.5%
EXC vs BIDU
+1,108.5%
-937.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -1.4% | -0.8% | -0.5% | -1.3% |
| 30D | +8.3% | -5.4% | +13.7% | +8.8% |
| 3M | +2.6% | -24.7% | +27.3% | +5.2% |
| 6M | +5.2% | -45.3% | +50.5% | +10.9% |
| YTD | +7.5% | -39.0% | +46.5% | +11.5% |
| 1Y | +3.2% | -39.6% | +42.7% | +6.9% |
| 3Y | +29.5% | -24.7% | +54.3% | +28.4% |
| 5Y | +39.7% | -52.3% | +92.0% | +40.0% |
| 10Y | +200.1% | -51.1% | +251.1% | +182.2% |
| All | +171.5% | +1,108.5% | -937.0% | +60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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