-36.3%
BABA vs ZETA
+91.3%
-127.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.6% | -8.8% | -1.6% |
| 7D | -3.6% | +18.8% | -22.3% | -4.7% |
| 30D | -8.4% | +12.6% | -21.0% | -9.1% |
| 3M | -20.6% | +29.5% | -50.1% | -22.2% |
| 6M | -25.4% | +128.6% | -154.0% | -31.1% |
| YTD | -30.1% | +85.5% | -115.6% | -35.3% |
| 1Y | -36.3% | +90.6% | -126.9% | -41.4% |
| All | -36.3% | +91.3% | -127.6% | -41.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling