-43.5%
BABA vs ZETA
+247.9%
-291.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.1% | +5.3% | +1.8% |
| 7D | -4.8% | +2.7% | -7.4% | -5.2% |
| 30D | -11.9% | +15.8% | -27.7% | -13.9% |
| 3M | -9.3% | +35.4% | -44.7% | -13.5% |
| 6M | -14.2% | +67.1% | -81.4% | -21.2% |
| YTD | -22.0% | +54.1% | -76.1% | -28.0% |
| 1Y | -12.7% | +67.8% | -80.5% | -21.0% |
| 3Y | +26.7% | +311.4% | -284.8% | -13.6% |
| 5Y | -29.3% | +324.8% | -354.1% | -55.7% |
| All | -43.5% | +247.9% | -291.5% | -63.5% |
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 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