+252.6%
ZETA vs BIDU
-47.0%
+299.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.1% | -8.1% | -5.3% |
| 7D | +2.7% | +2.4% | +0.2% | +1.9% |
| 30D | +15.8% | -10.5% | +26.3% | +19.2% |
| 3M | +35.4% | -26.2% | +61.6% | +47.0% |
| 6M | +67.1% | -16.4% | +83.5% | +73.3% |
| YTD | +54.1% | -23.9% | +77.9% | +62.9% |
| 1Y | +67.8% | +1.3% | +66.5% | +61.0% |
| 3Y | +311.4% | -32.1% | +343.5% | +330.2% |
| 5Y | +324.8% | -39.0% | +363.8% | +329.7% |
| All | +252.6% | -47.0% | +299.7% | +268.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling