-16.3%
FXI vs ZETA
+239.2%
-255.5%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.0% | -0.6% |
| 7D | -2.8% | -6.5% | +3.7% | -2.3% |
| 30D | -3.7% | +4.8% | -8.5% | -4.2% |
| 3M | -0.4% | +53.3% | -53.7% | -4.4% |
| 6M | -5.4% | +66.8% | -72.2% | -10.3% |
| YTD | -9.6% | +50.2% | -59.8% | -13.9% |
| 1Y | -11.9% | +62.0% | -74.0% | -17.0% |
| 3Y | +37.8% | +276.4% | -238.5% | +10.4% |
| 5Y | -7.0% | +341.6% | -348.7% | -29.5% |
| All | -16.3% | +239.2% | -255.5% | -35.6% |
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