+72.2%
FCX vs ZETA
+244.2%
-171.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +8.2% | -11.4% | -4.6% |
| 7D | -2.4% | +13.2% | -15.6% | -4.5% |
| 30D | -18.0% | +6.0% | -24.0% | -18.9% |
| 3M | -14.3% | +27.3% | -41.6% | -18.2% |
| 6M | -1.7% | +104.6% | -106.3% | -14.7% |
| YTD | +19.8% | +72.3% | -52.5% | +6.1% |
| 1Y | +48.6% | +76.3% | -27.7% | +30.8% |
| 3Y | +85.8% | +325.6% | -239.8% | +24.2% |
| 5Y | +72.2% | +254.2% | -182.0% | +8.8% |
| All | +72.2% | +244.2% | -171.9% | +8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling