-45.4%
BABA vs ZETA
+244.4%
-289.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.3% | -4.0% | +0.6% |
| 7D | +11.6% | -0.4% | +12.1% | +11.6% |
| 30D | +2.3% | -8.0% | +10.3% | +3.3% |
| 3M | -13.7% | +21.4% | -35.1% | -16.4% |
| 6M | -21.9% | +80.1% | -102.0% | -28.9% |
| YTD | -24.6% | +52.5% | -77.1% | -30.5% |
| 1Y | -34.1% | +58.5% | -92.6% | -39.7% |
| 3Y | +36.3% | +281.7% | -245.4% | -5.6% |
| 5Y | -26.7% | +237.3% | -264.0% | -53.2% |
| All | -45.4% | +244.4% | -289.8% | -64.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling