+237.8%
XME vs BIDU
+1,133.2%
-895.4%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.1% | -3.9% | -1.1% |
| 7D | -0.1% | +2.4% | -2.5% | -0.9% |
| 30D | +6.0% | -10.5% | +16.5% | +9.6% |
| 3M | -7.7% | -26.2% | +18.5% | +1.1% |
| 6M | +1.0% | -16.4% | +17.4% | +5.5% |
| YTD | +14.6% | -23.9% | +38.5% | +23.0% |
| 1Y | +46.0% | +1.3% | +44.7% | +40.0% |
| 3Y | +127.0% | -32.1% | +159.1% | +138.1% |
| 5Y | +175.8% | -39.0% | +214.8% | +169.0% |
| 10Y | +414.6% | -44.0% | +458.7% | +354.6% |
| All | +237.8% | +1,133.2% | -895.4% | -9.1% |
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