+101.4%
EXE vs BIDU
-42.3%
+143.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.5% |
| 7D | -2.7% | -2.4% | -0.3% | -2.5% |
| 30D | -0.4% | -16.0% | +15.6% | +1.2% |
| 3M | +9.5% | -24.0% | +33.5% | +12.2% |
| 6M | -9.3% | -24.9% | +15.5% | -7.5% |
| YTD | -10.9% | -29.6% | +18.7% | -8.6% |
| 1Y | +4.3% | -15.2% | +19.5% | +4.4% |
| 3Y | +18.8% | -32.2% | +51.0% | +19.9% |
| 5Y | +101.4% | -43.8% | +145.2% | +98.4% |
| All | +101.4% | -42.3% | +143.7% | +98.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling