-54.9%
Z vs BIDU
-50.7%
-4.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.6% | -3.9% | -5.0% |
| 7D | -6.5% | +3.6% | -10.0% | -7.4% |
| 30D | -0.1% | -6.6% | +6.5% | +2.1% |
| 3M | -14.1% | -27.2% | +13.1% | -5.7% |
| 6M | -30.1% | -43.5% | +13.4% | -17.5% |
| YTD | -57.5% | -39.0% | -18.5% | -51.9% |
| 1Y | -60.3% | -39.8% | -20.6% | -55.1% |
| 3Y | -21.0% | -24.8% | +3.7% | -22.9% |
| 5Y | -54.9% | -50.7% | -4.2% | -52.2% |
| All | -54.9% | -50.7% | -4.2% | -52.2% |
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 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