-62.4%
ZTS vs BIDU
-42.3%
-20.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.2% | -0.3% |
| 7D | -3.8% | -2.4% | -1.3% | -3.5% |
| 30D | -2.0% | -16.0% | +13.9% | -0.4% |
| 3M | -10.2% | -24.0% | +13.8% | -7.8% |
| 6M | -39.4% | -24.9% | -14.5% | -38.1% |
| YTD | -40.8% | -29.6% | -11.3% | -39.3% |
| 1Y | -50.1% | -15.2% | -35.0% | -50.4% |
| 3Y | -58.9% | -32.2% | -26.7% | -58.7% |
| 5Y | -62.4% | -43.8% | -18.6% | -62.9% |
| All | -62.4% | -42.3% | -20.1% | -62.9% |
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 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