+94.5%
FCX vs ZETA
+247.9%
-153.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.3% | +0.9% |
| 7D | -4.9% | +2.7% | -7.5% | -5.4% |
| 30D | +4.8% | +15.8% | -11.0% | +2.0% |
| 3M | +4.6% | +35.4% | -30.8% | -1.1% |
| 6M | +10.8% | +67.1% | -56.3% | +0.4% |
| YTD | +44.2% | +54.1% | -9.8% | +31.4% |
| 1Y | +59.6% | +67.8% | -8.3% | +42.6% |
| 3Y | +82.2% | +311.4% | -229.2% | +28.3% |
| 5Y | +115.6% | +324.8% | -209.2% | +45.8% |
| All | +94.5% | +247.9% | -153.4% | +32.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling