-56.3%
Z vs BIDU
-48.7%
-7.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.0% | -5.5% | -3.4% |
| 7D | -4.6% | +7.2% | -11.7% | -6.5% |
| 30D | +8.3% | -4.0% | +12.3% | +9.7% |
| 3M | -11.6% | -25.1% | +13.5% | -3.7% |
| 6M | -33.6% | -41.8% | +8.1% | -22.5% |
| YTD | -56.7% | -37.3% | -19.3% | -51.3% |
| 1Y | -59.1% | -35.6% | -23.6% | -54.7% |
| 3Y | -20.4% | -24.5% | +4.1% | -22.2% |
| All | -56.3% | -48.7% | -7.6% | -54.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling