+175.5%
EXE vs BIDU
-70.8%
+246.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.8% | +0.4% |
| 7D | -2.2% | -5.2% | +3.0% | -1.8% |
| 30D | -0.8% | -14.5% | +13.7% | +0.4% |
| 3M | +10.0% | -22.9% | +32.9% | +12.4% |
| 6M | -6.3% | -27.8% | +21.5% | -4.1% |
| YTD | -10.7% | -30.7% | +20.0% | -8.4% |
| 1Y | +2.7% | -15.8% | +18.5% | +2.9% |
| 3Y | +19.1% | -33.2% | +52.3% | +20.2% |
| 5Y | +105.4% | -44.8% | +150.2% | +103.0% |
| All | +175.5% | -70.8% | +246.3% | +177.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling