+10.6%
BIDU vs ZYBT
-58.9%
+69.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | +0.9% |
| 7D | -8.1% | -3.7% | -4.4% | -8.1% |
| 30D | -12.8% | 0.0% | -12.8% | -12.8% |
| 3M | -21.3% | +72.2% | -93.5% | -23.2% |
| 6M | -27.0% | +103.1% | -130.1% | -29.3% |
| YTD | -30.0% | +34.8% | -64.8% | -31.9% |
| 1Y | -18.3% | -83.2% | +64.9% | -18.4% |
| All | +10.6% | -58.9% | +69.5% | -0.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling