-16.0%
Z vs BIDU
-52.8%
+36.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.6% | -3.9% | -4.9% |
| 7D | -6.5% | +3.6% | -10.0% | -7.5% |
| 30D | -0.1% | -6.6% | +6.5% | +2.4% |
| 3M | -14.1% | -27.2% | +13.1% | -4.5% |
| 6M | -30.1% | -43.5% | +13.4% | -15.8% |
| YTD | -57.5% | -39.0% | -18.5% | -51.1% |
| 1Y | -60.3% | -39.8% | -20.6% | -54.4% |
| 3Y | -21.0% | -24.8% | +3.7% | -22.5% |
| 5Y | -54.9% | -50.7% | -4.2% | -51.0% |
| 10Y | -16.0% | -51.2% | +35.2% | -21.2% |
| All | -16.0% | -52.8% | +36.8% | -21.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling