-15.6%
Z vs BIDU
-51.3%
+35.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.8% | +3.2% |
| 7D | +0.8% | -4.6% | +5.4% | +2.5% |
| 30D | +5.2% | -4.5% | +9.7% | +7.0% |
| 3M | -17.0% | -25.4% | +8.3% | -8.5% |
| 6M | -22.7% | -48.1% | +25.4% | -3.8% |
| YTD | -56.3% | -40.2% | -16.1% | -49.4% |
| 1Y | -57.7% | -35.2% | -22.4% | -52.6% |
| 3Y | -16.5% | -27.1% | +10.6% | -17.1% |
| 5Y | -53.4% | -54.2% | +0.8% | -47.8% |
| All | -15.6% | -51.3% | +35.7% | -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