+58.8%
FCX vs ZETA
+306.8%
-248.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.7% |
| 7D | -0.3% | +18.1% | -18.4% | -3.0% |
| 30D | -14.7% | +13.6% | -28.3% | -16.5% |
| 3M | -11.2% | +23.7% | -34.9% | -14.5% |
| 6M | -11.4% | +128.5% | -139.9% | -23.7% |
| YTD | +17.7% | +80.1% | -62.4% | +4.4% |
| 1Y | +47.5% | +98.0% | -50.5% | +28.5% |
| 3Y | +83.9% | +348.6% | -264.7% | +27.8% |
| 5Y | +54.0% | +286.6% | -232.6% | +1.3% |
| All | +58.8% | +306.8% | -248.0% | +5.0% |
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