-40.2%
BABA vs ZS
+488.9%
-529.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.1% | +0.3% |
| 7D | -0.2% | -9.2% | +9.0% | +1.5% |
| 30D | -12.3% | -4.0% | -8.3% | -12.1% |
| 3M | -5.3% | +25.3% | -30.6% | -10.1% |
| 6M | -13.1% | -1.3% | -11.8% | -15.8% |
| YTD | -22.4% | -28.0% | +5.6% | -20.6% |
| 1Y | -19.5% | -42.5% | +23.0% | -14.0% |
| 3Y | +32.9% | +0.7% | +32.2% | +20.9% |
| 5Y | -29.9% | -42.3% | +12.4% | -33.5% |
| All | -40.2% | +488.9% | -529.1% | -64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 ZS 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