+3.6%
EXE vs BIDU
+1.5%
+2.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.1% | -5.2% | -1.3% |
| 7D | -0.3% | +2.4% | -2.7% | -0.4% |
| 30D | +8.5% | -10.5% | +18.9% | +9.0% |
| 3M | +5.5% | -26.2% | +31.7% | +7.2% |
| 6M | -5.9% | -16.4% | +10.5% | -5.6% |
| YTD | -9.7% | -23.9% | +14.2% | -8.6% |
| 1Y | +3.6% | +1.3% | +2.3% | +3.6% |
| All | +3.6% | +1.5% | +2.1% | +3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling