-52.9%
BABA vs ZETA
+306.8%
-359.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.2% |
| 7D | -13.8% | +18.1% | -31.9% | -15.7% |
| 30D | -15.1% | +13.6% | -28.7% | -16.7% |
| 3M | -22.7% | +23.7% | -46.5% | -25.3% |
| 6M | -34.7% | +128.5% | -163.2% | -42.5% |
| YTD | -35.0% | +80.1% | -115.1% | -41.4% |
| 1Y | -40.4% | +98.0% | -138.4% | -47.1% |
| 3Y | +21.9% | +348.6% | -326.7% | -17.4% |
| 5Y | -39.9% | +286.6% | -326.5% | -62.4% |
| All | -52.9% | +306.8% | -359.7% | -70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA 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 ZETA 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