-35.6%
BIDU vs ZYBT
-37.3%
+1.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.2% |
| 7D | +1.1% | -3.5% | +4.6% | +1.1% |
| 30D | -8.7% | +24.3% | -33.0% | -8.8% |
| 3M | -28.5% | -41.5% | +13.1% | -28.4% |
| 6M | -37.0% | +58.6% | -95.7% | -38.0% |
| YTD | -39.2% | +20.0% | -59.2% | -40.9% |
| 1Y | -35.6% | -35.2% | -0.3% | -35.3% |
| All | -35.6% | -37.3% | +1.7% | -35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 1y: compounded portfolio wealth divided by compounded ZYBT 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…
1y analysis · Full analysis span regression · 6 months rolling