+138.9%
FCX vs ZETA
+343.0%
-204.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.8% | +7.1% | +5.6% |
| 7D | +5.7% | -2.4% | +8.2% | +6.0% |
| 30D | +10.1% | +15.6% | -5.5% | +7.1% |
| 3M | +20.2% | +41.5% | -21.3% | +12.5% |
| 6M | +29.7% | +63.4% | -33.8% | +17.6% |
| YTD | +51.9% | +51.3% | +0.6% | +38.6% |
| 1Y | +66.0% | +65.8% | +0.2% | +48.2% |
| 3Y | +102.7% | +279.2% | -176.4% | +43.0% |
| 5Y | +138.9% | +341.8% | -202.9% | +59.5% |
| All | +138.9% | +343.0% | -204.2% | +59.5% |
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