+312.3%
ZETA vs BIDU
-58.4%
+370.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.3% | -1.9% |
| 7D | +18.1% | -4.6% | +22.7% | +19.7% |
| 30D | +13.6% | -4.5% | +18.1% | +15.2% |
| 3M | +23.7% | -25.4% | +49.1% | +34.3% |
| 6M | +128.5% | -48.1% | +176.6% | +174.1% |
| YTD | +80.1% | -40.2% | +120.3% | +104.2% |
| 1Y | +98.0% | -35.2% | +133.2% | +118.8% |
| 3Y | +348.6% | -27.1% | +375.7% | +353.9% |
| 5Y | +286.6% | -54.2% | +340.8% | +336.8% |
| All | +312.3% | -58.4% | +370.7% | +361.3% |
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