+755.6%
EXPE vs BIDU
+1,108.5%
-352.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.4% |
| 7D | -17.8% | -0.8% | -16.9% | -17.6% |
| 30D | -3.2% | -5.4% | +2.2% | -1.8% |
| 3M | -19.0% | -24.7% | +5.7% | -13.1% |
| 6M | +17.7% | -45.3% | +63.0% | +36.0% |
| YTD | -7.8% | -39.0% | +31.2% | +2.0% |
| 1Y | -1.4% | -39.6% | +38.2% | +9.0% |
| 3Y | +121.9% | -24.7% | +146.6% | +119.7% |
| 5Y | +44.3% | -52.3% | +96.6% | +51.7% |
| 10Y | +125.4% | -51.1% | +176.5% | +112.8% |
| All | +755.6% | +1,108.5% | -352.9% | +287.1% |
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