-39.9%
BABA vs ZS
+517.5%
-557.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.5% | +5.8% | +2.1% |
| 7D | -4.8% | -7.8% | +3.1% | -3.4% |
| 30D | -11.9% | +5.0% | -16.9% | -13.2% |
| 3M | -9.3% | +25.5% | -34.8% | -13.9% |
| 6M | -14.2% | +8.7% | -22.9% | -18.5% |
| YTD | -22.0% | -24.5% | +2.5% | -20.8% |
| 1Y | -12.7% | -36.7% | +24.0% | -8.4% |
| 3Y | +26.7% | +7.2% | +19.4% | +13.8% |
| 5Y | -29.3% | -40.9% | +11.6% | -33.2% |
| All | -39.9% | +517.5% | -557.4% | -64.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling