+341.6%
ZETA vs BIDU
-45.6%
+387.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.0% | +0.9% |
| 7D | -6.5% | -5.2% | -1.3% | -5.2% |
| 30D | +4.8% | -14.5% | +19.3% | +9.3% |
| 3M | +53.3% | -22.9% | +76.2% | +64.2% |
| 6M | +66.8% | -27.8% | +94.6% | +80.5% |
| YTD | +50.2% | -30.7% | +80.8% | +63.0% |
| 1Y | +62.0% | -15.8% | +77.8% | +64.4% |
| 3Y | +276.4% | -33.2% | +309.6% | +294.2% |
| 5Y | +341.6% | -44.8% | +386.4% | +365.1% |
| All | +341.6% | -45.6% | +387.2% | +365.1% |
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