+52.7%
FCX vs ZETA
+91.3%
-38.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +7.6% | -4.6% | +2.0% |
| 7D | -0.8% | +18.8% | -19.5% | -3.1% |
| 30D | -15.1% | +12.6% | -27.7% | -16.5% |
| 3M | -9.6% | +29.5% | -39.1% | -12.9% |
| 6M | -3.1% | +128.6% | -131.6% | -14.5% |
| YTD | +23.4% | +85.5% | -62.0% | +11.5% |
| 1Y | +52.7% | +90.6% | -37.9% | +37.4% |
| All | +52.7% | +91.3% | -38.6% | +37.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling