+21.2%
EXE vs BIDU
-27.4%
+48.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.2% | +0.8% |
| 7D | +5.3% | -4.6% | +9.9% | +5.6% |
| 30D | -2.2% | -4.5% | +2.3% | -1.9% |
| 3M | -5.9% | -25.4% | +19.5% | -4.1% |
| 6M | -5.7% | -48.1% | +42.4% | -1.2% |
| YTD | -17.8% | -40.2% | +22.4% | -15.3% |
| 1Y | -23.1% | -35.2% | +12.1% | -21.5% |
| 3Y | +21.2% | -27.1% | +48.3% | +17.4% |
| All | +21.2% | -27.4% | +48.6% | +17.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling