+168.5%
XME vs BIDU
-45.6%
+214.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.6% | -2.1% | -3.4% |
| 7D | -3.0% | -5.2% | +2.2% | -2.0% |
| 30D | -2.6% | -14.5% | +11.9% | +0.6% |
| 3M | +2.2% | -22.9% | +25.0% | +7.6% |
| 6M | +0.7% | -27.8% | +28.5% | +7.4% |
| YTD | +10.9% | -30.7% | +41.6% | +19.1% |
| 1Y | +35.7% | -15.8% | +51.5% | +38.3% |
| 3Y | +127.1% | -33.2% | +160.3% | +136.1% |
| 5Y | +168.5% | -44.8% | +213.3% | +177.5% |
| All | +168.5% | -45.6% | +214.1% | +177.5% |
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