+771.8%
XEL vs BIDU
+1,302.3%
-530.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -7.0% | +8.5% | +1.9% |
| 7D | +1.3% | -2.4% | +3.7% | +1.4% |
| 30D | -1.5% | -15.6% | +14.1% | -0.7% |
| 3M | -0.2% | -22.3% | +22.1% | +1.0% |
| 6M | -5.4% | -22.3% | +16.8% | -4.5% |
| YTD | +5.6% | -29.2% | +34.8% | +7.1% |
| 1Y | +10.5% | -14.8% | +25.3% | +10.5% |
| 3Y | +49.2% | -31.8% | +81.0% | +49.8% |
| 5Y | +30.1% | -43.1% | +73.2% | +29.3% |
| 10Y | +146.7% | -50.6% | +197.3% | +138.5% |
| All | +771.8% | +1,302.3% | -530.5% | +528.7% |
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