+147.8%
XEL vs BIDU
-48.7%
+196.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | +0.1% |
| 7D | -0.3% | -8.1% | +7.8% | -0.2% |
| 30D | -3.9% | -12.8% | +8.9% | -3.8% |
| 3M | -2.8% | -21.3% | +18.5% | -2.5% |
| 6M | -5.4% | -27.0% | +21.6% | -5.0% |
| YTD | +3.8% | -30.0% | +33.8% | +4.2% |
| 1Y | +6.8% | -18.3% | +25.1% | +6.9% |
| 3Y | +45.6% | -33.8% | +79.4% | +45.7% |
| 5Y | +30.7% | -44.3% | +75.0% | +30.7% |
| All | +147.8% | -48.7% | +196.5% | +123.0% |
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