-64.8%
Z vs BIDU
-40.6%
-24.2%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.1% | -6.2% | -3.3% |
| 7D | -3.0% | +2.4% | -5.4% | -3.7% |
| 30D | -4.2% | -10.5% | +6.3% | -1.4% |
| 3M | -3.7% | -26.2% | +22.5% | +4.7% |
| 6M | -24.5% | -16.4% | -8.1% | -21.7% |
| YTD | -49.3% | -23.9% | -25.4% | -46.5% |
| 1Y | -58.7% | +1.3% | -60.0% | -61.2% |
| 3Y | -34.1% | -32.1% | -2.1% | -31.7% |
| All | -64.8% | -40.6% | -24.2% | -64.9% |
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