+30.5%
XEL vs BIDU
-45.6%
+76.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.5% | -1.0% |
| 7D | -1.2% | -5.2% | +4.0% | -1.2% |
| 30D | -2.9% | -14.5% | +11.6% | -2.8% |
| 3M | -2.7% | -22.9% | +20.2% | -2.6% |
| 6M | -6.5% | -27.8% | +21.3% | -6.4% |
| YTD | +3.6% | -30.7% | +34.3% | +3.8% |
| 1Y | +7.5% | -15.8% | +23.3% | +7.5% |
| 3Y | +46.3% | -33.2% | +79.6% | +45.9% |
| 5Y | +30.5% | -44.8% | +75.3% | +27.9% |
| All | +30.5% | -45.6% | +76.1% | +27.9% |
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