-47.4%
BABA vs ZETA
+259.8%
-307.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +4.5% | -8.2% | -4.3% |
| 7D | +3.8% | +6.2% | -2.4% | +2.9% |
| 30D | -5.4% | -2.0% | -3.4% | -5.3% |
| 3M | -17.9% | +21.7% | -39.6% | -20.5% |
| 6M | -24.1% | +89.1% | -113.2% | -31.3% |
| YTD | -27.4% | +59.3% | -86.8% | -33.5% |
| 1Y | -36.1% | +66.2% | -102.2% | -41.9% |
| 3Y | +35.4% | +297.3% | -261.9% | -6.7% |
| 5Y | -30.1% | +227.5% | -257.6% | -55.4% |
| All | -47.4% | +259.8% | -307.3% | -66.2% |
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