-48.8%
BABA vs ZETA
+289.2%
-338.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +8.2% | -10.7% | -3.6% |
| 7D | +2.4% | +13.2% | -10.9% | +0.5% |
| 30D | -7.8% | +6.0% | -13.8% | -8.7% |
| 3M | -22.4% | +27.3% | -49.7% | -25.3% |
| 6M | -26.0% | +104.6% | -130.6% | -33.8% |
| YTD | -29.3% | +72.3% | -101.6% | -35.9% |
| 1Y | -37.5% | +76.3% | -113.8% | -43.7% |
| 3Y | +31.9% | +325.6% | -293.7% | -9.9% |
| 5Y | -33.4% | +254.2% | -287.7% | -58.0% |
| All | -48.8% | +289.2% | -338.0% | -67.5% |
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