-35.7%
BABA vs ZETA
+271.1%
-306.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.6% | -8.8% | -2.2% |
| 7D | -3.6% | +18.8% | -22.3% | -6.1% |
| 30D | -8.4% | +12.6% | -21.0% | -10.1% |
| 3M | -20.6% | +29.5% | -50.1% | -23.9% |
| 6M | -25.4% | +128.6% | -154.0% | -34.8% |
| YTD | -30.1% | +85.5% | -115.6% | -37.6% |
| 1Y | -36.3% | +90.6% | -126.9% | -43.6% |
| 3Y | +30.4% | +358.0% | -327.6% | -16.4% |
| 5Y | -35.7% | +282.0% | -317.7% | -63.8% |
| All | -35.7% | +271.1% | -306.8% | -63.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling