+66.5%
FCX vs ZETA
+318.9%
-252.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +7.6% | -4.6% | +1.8% |
| 7D | -0.8% | +18.8% | -19.5% | -3.5% |
| 30D | -15.1% | +12.6% | -27.7% | -16.7% |
| 3M | -9.6% | +29.5% | -39.1% | -13.7% |
| 6M | -3.1% | +128.6% | -131.6% | -16.5% |
| YTD | +23.4% | +85.5% | -62.0% | +8.9% |
| 1Y | +52.7% | +90.6% | -37.9% | +33.8% |
| 3Y | +91.4% | +358.0% | -266.6% | +32.5% |
| 5Y | +62.7% | +282.0% | -219.2% | +6.8% |
| All | +66.5% | +318.9% | -252.3% | +9.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling