-16.9%
Z vs BIDU
-50.9%
+34.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | -13.1% | -0.8% | -12.2% | -12.8% |
| 30D | +5.9% | -5.4% | +11.2% | +8.0% |
| 3M | -13.7% | -24.7% | +11.0% | -5.1% |
| 6M | -27.1% | -45.3% | +18.2% | -11.2% |
| YTD | -56.8% | -39.0% | -17.8% | -50.3% |
| 1Y | -60.2% | -39.6% | -20.7% | -54.3% |
| 3Y | -19.7% | -24.7% | +5.0% | -21.2% |
| 5Y | -53.7% | -52.3% | -1.4% | -48.9% |
| 10Y | -16.9% | -51.1% | +34.2% | -22.7% |
| All | -16.9% | -50.9% | +34.0% | -22.7% |
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