+62.0%
ZETA vs BIDU
-18.3%
+80.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.0% | +0.8% |
| 7D | -6.5% | -5.2% | -1.3% | -5.4% |
| 30D | +4.8% | -14.5% | +19.3% | +8.4% |
| 3M | +53.3% | -22.9% | +76.2% | +61.8% |
| 6M | +66.8% | -27.8% | +94.6% | +75.6% |
| YTD | +50.2% | -30.7% | +80.8% | +59.4% |
| 1Y | +62.0% | -15.8% | +77.8% | +66.9% |
| All | +62.0% | -18.3% | +80.3% | +66.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling